+3,388.4%
CSGP vs CHRW
+3,343.2%
+45.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.3% |
| 7D | +13.9% | +0.7% | +13.2% | +13.5% |
| 30D | +16.0% | -5.0% | +21.0% | +18.2% |
| 3M | +6.1% | -16.1% | +22.2% | +11.9% |
| 6M | -8.2% | -22.6% | +14.5% | -2.2% |
| YTD | -52.3% | -19.3% | -33.0% | -50.5% |
| 1Y | -54.5% | -14.9% | -39.6% | -53.6% |
| 3Y | -58.6% | +68.0% | -126.6% | -67.7% |
| 5Y | -61.5% | +53.2% | -114.7% | -69.6% |
| 10Y | +74.7% | +134.8% | -60.2% | +15.6% |
| All | +3,388.4% | +3,343.2% | +45.3% | +975.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling