+25.7%
COP vs CHRW
+63.9%
-38.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | -11.5% | +0.6% | -12.1% | -11.6% |
| 30D | +5.0% | -7.3% | +12.2% | +5.4% |
| 3M | +17.5% | -14.2% | +31.7% | +18.5% |
| 6M | +16.2% | -25.1% | +41.3% | +18.3% |
| YTD | +48.8% | -21.2% | +69.9% | +49.4% |
| 1Y | +64.1% | -14.2% | +78.3% | +62.6% |
| 3Y | +25.7% | +63.5% | -37.9% | +14.0% |
| All | +25.7% | +63.9% | -38.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling