+122.7%
CHRW vs CMS
+134.3%
-11.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -9.4% | +7.4% | -16.8% | -11.2% |
| 3M | -12.6% | +1.9% | -14.5% | -13.1% |
| 6M | -24.2% | -2.3% | -21.8% | -23.8% |
| YTD | -18.9% | +3.0% | -21.8% | -19.8% |
| 1Y | -13.7% | -2.8% | -10.9% | -13.3% |
| 3Y | +72.6% | +37.9% | +34.7% | +56.8% |
| 5Y | +55.6% | +34.0% | +21.6% | +41.2% |
| 10Y | +122.7% | +138.1% | -15.4% | +88.0% |
| All | +122.7% | +134.3% | -11.6% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling