+1,691.8%
COP vs CHRW
+3,633.2%
-1,941.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.1% |
| 7D | -8.4% | +0.2% | -8.6% | -8.6% |
| 30D | +0.3% | -9.4% | +9.6% | +2.4% |
| 3M | +15.1% | -13.3% | +28.4% | +18.3% |
| 6M | +19.8% | -24.2% | +43.9% | +26.2% |
| YTD | +46.8% | -18.9% | +65.7% | +49.8% |
| 1Y | +59.7% | -12.4% | +72.1% | +59.3% |
| 3Y | +28.7% | +72.2% | -43.5% | +2.5% |
| 5Y | +110.7% | +53.4% | +57.3% | +70.9% |
| 10Y | +298.3% | +127.0% | +171.3% | +185.9% |
| All | +1,691.8% | +3,633.2% | -1,941.4% | +710.3% |
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