-10.8%
CHRW vs CMS
-4.6%
-6.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +4.7% | -1.3% | +6.0% | +4.9% |
| 30D | -2.6% | +5.3% | -7.8% | -3.2% |
| 3M | -8.0% | -0.3% | -7.7% | -7.8% |
| 6M | -19.0% | -4.0% | -15.0% | -18.4% |
| YTD | -15.5% | +2.1% | -17.6% | -13.7% |
| 1Y | -10.8% | -4.7% | -6.1% | -7.6% |
| All | -10.8% | -4.6% | -6.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling