-12.1%
CTSH vs CHRW
+49.0%
-61.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.2% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +13.4% | -7.3% | +20.7% | +15.1% |
| 3M | +14.4% | -14.2% | +28.6% | +18.0% |
| 6M | +27.7% | -25.1% | +52.8% | +34.6% |
| YTD | -20.6% | -21.2% | +0.6% | -17.8% |
| 1Y | -9.1% | -14.2% | +5.0% | -7.9% |
| 3Y | +3.1% | +63.5% | -60.4% | -15.1% |
| All | -12.1% | +49.0% | -61.0% | -25.7% |
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 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