+2.5%
CTSH vs CHRW
+80.1%
-77.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | -4.2% | +4.7% | -8.9% | -5.0% |
| 30D | +3.9% | -2.6% | +6.5% | +4.2% |
| 3M | +10.2% | -8.0% | +18.2% | +11.4% |
| 6M | +35.3% | -19.0% | +54.3% | +38.6% |
| YTD | -21.8% | -15.5% | -6.3% | -20.3% |
| 1Y | -12.1% | -10.8% | -1.3% | -11.3% |
| All | +2.5% | +80.1% | -77.6% | -10.8% |
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