+35,575.5%
CTSH vs CHRW
+3,517.7%
+32,057.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.8% |
| 7D | -0.6% | +0.6% | -1.2% | -1.0% |
| 30D | +13.4% | -7.3% | +20.7% | +16.3% |
| 3M | +14.4% | -14.2% | +28.6% | +20.5% |
| 6M | +27.7% | -25.1% | +52.8% | +40.0% |
| YTD | -20.6% | -21.2% | +0.6% | -16.0% |
| 1Y | -9.1% | -14.2% | +5.0% | -7.3% |
| 3Y | +3.1% | +63.5% | -60.4% | -25.0% |
| 5Y | -11.8% | +49.6% | -61.4% | -35.1% |
| 10Y | +42.7% | +129.4% | -86.7% | -17.9% |
| All | +35,575.5% | +3,517.7% | +32,057.7% | +5,112.9% |
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