+604.2%
COST vs CHRW
+182.4%
+421.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -2.5% | +4.4% | -6.8% | -3.2% |
| 30D | -4.4% | +5.5% | -9.9% | -5.4% |
| 3M | -8.1% | -17.3% | +9.2% | -5.6% |
| 6M | -9.2% | -12.7% | +3.4% | -8.1% |
| YTD | +5.1% | -4.1% | +9.2% | +3.6% |
| 1Y | -5.1% | +21.2% | -26.3% | -11.5% |
| 3Y | +70.4% | +88.9% | -18.6% | +39.1% |
| 5Y | +104.7% | +93.1% | +11.6% | +64.0% |
| All | +604.2% | +182.4% | +421.8% | +401.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling