+82.2%
CHRW vs CMS
+39.2%
+42.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +7.3% | +1.7% | +5.6% | +6.7% |
| 30D | -3.6% | +6.2% | -9.8% | -5.3% |
| 3M | -9.6% | +0.6% | -10.2% | -9.7% |
| 6M | -17.0% | -1.8% | -15.2% | -16.7% |
| YTD | -15.4% | +3.8% | -19.3% | -16.8% |
| 1Y | -10.0% | -1.8% | -8.2% | -9.7% |
| 3Y | +82.2% | +39.8% | +42.3% | +60.7% |
| All | +82.2% | +39.2% | +42.9% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling