+34,247.0%
CTSH vs CHRW
+4,161.7%
+30,085.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | -2.7% | -1.4% | -1.3% | -2.1% |
| 30D | +12.4% | -3.5% | +15.8% | +13.7% |
| 3M | +17.4% | -19.4% | +36.8% | +26.2% |
| 6M | -3.1% | -21.4% | +18.3% | +4.5% |
| YTD | -23.6% | -7.1% | -16.4% | -23.7% |
| 1Y | -10.8% | +17.8% | -28.6% | -20.5% |
| 3Y | -8.3% | +78.8% | -87.1% | -34.9% |
| 5Y | -11.3% | +83.5% | -94.8% | -39.7% |
| 10Y | +22.6% | +160.2% | -137.6% | -32.3% |
| All | +34,247.0% | +4,161.7% | +30,085.3% | +4,636.0% |
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