+3,446.1%
CSGP vs CHRW
+3,491.6%
-45.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +18.3% | +4.9% | +13.4% | +16.4% |
| 30D | +17.8% | -4.8% | +22.6% | +19.9% |
| 3M | +9.3% | -13.1% | +22.4% | +14.0% |
| 6M | -7.9% | -16.3% | +8.4% | -4.4% |
| YTD | -51.5% | -15.8% | -35.7% | -50.3% |
| 1Y | -53.3% | -11.1% | -42.2% | -53.0% |
| 3Y | -57.9% | +75.3% | -133.2% | -67.6% |
| 5Y | -61.3% | +56.0% | -117.4% | -69.6% |
| 10Y | +77.5% | +144.9% | -67.4% | +16.0% |
| All | +3,446.1% | +3,491.6% | -45.4% | +978.7% |
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 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