-14.8%
CTSH vs CHRW
+90.3%
-105.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.2% |
| 7D | -5.5% | +1.9% | -7.4% | -5.9% |
| 30D | +4.5% | +0.9% | +3.6% | +4.2% |
| 3M | +13.7% | -19.9% | +33.6% | +18.9% |
| 6M | -8.4% | -15.8% | +7.4% | -5.9% |
| YTD | -26.5% | -5.6% | -20.9% | -26.7% |
| 1Y | -13.9% | +21.0% | -35.0% | -19.8% |
| 3Y | -11.3% | +86.0% | -97.4% | -28.5% |
| 5Y | -14.8% | +88.6% | -103.5% | -32.7% |
| All | -14.8% | +90.3% | -105.1% | -32.7% |
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