-62.8%
CSGP vs CHRW
+78.9%
-141.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -4.1% | -1.4% | -2.7% | -3.9% |
| 30D | +2.3% | -3.5% | +5.8% | +2.7% |
| 3M | -8.2% | -19.4% | +11.2% | -6.2% |
| 6M | -35.1% | -21.4% | -13.7% | -33.6% |
| YTD | -54.0% | -7.1% | -46.9% | -54.1% |
| 1Y | -65.3% | +17.8% | -83.1% | -66.6% |
| All | -62.8% | +78.9% | -141.7% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling