+3,264.4%
CSGP vs CHRW
+3,861.9%
-597.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -4.1% | -1.4% | -2.7% | -3.6% |
| 30D | +2.3% | -3.5% | +5.8% | +3.4% |
| 3M | -8.2% | -19.4% | +11.2% | -3.1% |
| 6M | -35.1% | -21.4% | -13.7% | -31.4% |
| YTD | -54.0% | -7.1% | -46.9% | -54.2% |
| 1Y | -65.3% | +17.8% | -83.1% | -68.4% |
| 3Y | -62.6% | +78.8% | -141.3% | -71.3% |
| 5Y | -64.8% | +83.5% | -148.3% | -73.8% |
| 10Y | +45.1% | +160.2% | -115.2% | -6.9% |
| All | +3,264.4% | +3,861.9% | -597.5% | +893.3% |
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 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