+3,695.2%
CHRW vs CMS
+360.4%
+3,334.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | -5.0% | +8.6% | -13.6% | -6.9% |
| 3M | -16.1% | -0.5% | -15.6% | -16.1% |
| 6M | -22.6% | -4.2% | -18.5% | -22.0% |
| YTD | -19.3% | +3.4% | -22.7% | -20.2% |
| 1Y | -14.9% | +0.4% | -15.4% | -15.3% |
| 3Y | +68.0% | +38.2% | +29.8% | +54.6% |
| 5Y | +53.2% | +35.4% | +17.7% | +40.4% |
| 10Y | +134.8% | +131.7% | +3.1% | +86.8% |
| All | +3,695.2% | +360.4% | +3,334.7% | +1,833.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling