-10.7%
CMG vs CHRW
+17.2%
-28.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.4% |
| 7D | -2.8% | -1.4% | -1.4% | -3.0% |
| 30D | +7.1% | -3.5% | +10.6% | +6.6% |
| 3M | +31.2% | -19.4% | +50.6% | +29.2% |
| 6M | +0.7% | -21.4% | +22.1% | -2.1% |
| YTD | -0.1% | -7.1% | +7.0% | +5.9% |
| 1Y | -10.7% | +17.8% | -28.6% | +13.1% |
| All | -10.7% | +17.2% | -28.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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