-63.1%
CSGP vs CHRW
+53.7%
-116.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.2% | -3.4% | +0.2% | -2.4% |
| 30D | +2.2% | -9.4% | +11.6% | +4.7% |
| 3M | -3.7% | -12.6% | +9.0% | -0.9% |
| 6M | -7.4% | -24.2% | +16.7% | -3.3% |
| YTD | -54.9% | -18.9% | -36.0% | -53.9% |
| 1Y | -54.9% | -13.7% | -41.2% | -54.5% |
| 3Y | -61.9% | +72.6% | -134.5% | -68.9% |
| 5Y | -63.1% | +55.6% | -118.7% | -70.6% |
| All | -63.1% | +53.7% | -116.8% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling