+1,689.0%
COP vs CHRW
+4,173.0%
-2,483.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +3.0% | -1.4% | +4.4% | +3.4% |
| 30D | +17.5% | -3.5% | +21.0% | +18.3% |
| 3M | +13.4% | -19.4% | +32.8% | +18.8% |
| 6M | +17.7% | -21.4% | +39.1% | +23.3% |
| YTD | +46.6% | -7.1% | +53.7% | +45.6% |
| 1Y | +44.6% | +17.8% | +26.8% | +33.2% |
| 3Y | +20.7% | +78.8% | -58.1% | -3.8% |
| 5Y | +185.0% | +83.5% | +101.5% | +122.0% |
| 10Y | +347.0% | +160.2% | +186.8% | +212.1% |
| All | +1,689.0% | +4,173.0% | -2,483.9% | +687.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling