+65.2%
CSGP vs CHRW
+127.5%
-62.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.0% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +10.7% | -7.3% | +18.0% | +13.4% |
| 3M | +3.3% | -14.2% | +17.5% | +7.5% |
| 6M | -10.3% | -25.1% | +14.8% | -4.6% |
| YTD | -54.6% | -21.2% | -33.4% | -52.8% |
| 1Y | -54.6% | -14.2% | -40.5% | -54.1% |
| 3Y | -60.3% | +63.5% | -123.9% | -68.6% |
| 5Y | -63.3% | +49.6% | -112.9% | -70.7% |
| All | +65.2% | +127.5% | -62.3% | +21.7% |
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