+123.6%
CHRW vs CMS
+127.3%
-3.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -7.3% | +7.2% | -14.5% | -9.1% |
| 3M | -14.2% | -1.3% | -12.9% | -13.9% |
| 6M | -25.1% | -4.3% | -20.8% | -24.3% |
| YTD | -21.2% | +2.1% | -23.2% | -21.9% |
| 1Y | -14.2% | -0.6% | -13.6% | -14.3% |
| 3Y | +63.5% | +38.0% | +25.5% | +48.8% |
| 5Y | +49.6% | +33.6% | +16.0% | +36.1% |
| All | +123.6% | +127.3% | -3.7% | +95.0% |
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