+760.1%
COST vs CHRW
+128.6%
+631.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.0% | +7.3% | -2.3% | +3.7% |
| 30D | +12.8% | -3.6% | +16.4% | +13.3% |
| 3M | +15.2% | -9.6% | +24.8% | +16.6% |
| 6M | +7.4% | -17.0% | +24.4% | +9.5% |
| YTD | +29.0% | -15.4% | +44.5% | +29.5% |
| 1Y | +20.3% | -10.0% | +30.3% | +19.0% |
| 3Y | +99.0% | +82.2% | +16.8% | +61.3% |
| 5Y | +125.7% | +59.4% | +66.3% | +87.5% |
| All | +760.1% | +128.6% | +631.5% | +527.9% |
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