+127.0%
CHRW vs CMS
+127.7%
-0.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +0.2% | -0.9% | +1.1% | +0.5% |
| 30D | -9.4% | +7.1% | -16.4% | -11.1% |
| 3M | -13.3% | -1.3% | -12.0% | -13.0% |
| 6M | -24.2% | -2.7% | -21.5% | -23.7% |
| YTD | -18.9% | +2.6% | -21.5% | -19.7% |
| 1Y | -12.4% | -2.0% | -10.4% | -12.2% |
| 3Y | +72.2% | +39.6% | +32.6% | +56.1% |
| 5Y | +53.4% | +35.3% | +18.0% | +38.9% |
| 10Y | +127.0% | +132.3% | -5.4% | +95.0% |
| All | +127.0% | +127.7% | -0.8% | +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