+4,100.0%
CMG vs CHRW
+493.9%
+3,606.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -1.5% | +1.9% | -3.4% | -2.1% |
| 30D | +12.7% | +0.9% | +11.8% | +12.2% |
| 3M | +26.3% | -19.9% | +46.1% | +32.8% |
| 6M | +4.5% | -15.8% | +20.3% | +7.5% |
| YTD | -0.1% | -5.6% | +5.5% | -1.7% |
| 1Y | -6.8% | +21.0% | -27.8% | -17.6% |
| 3Y | -5.0% | +86.0% | -91.0% | -31.7% |
| 5Y | -3.0% | +88.6% | -91.7% | -32.8% |
| 10Y | +323.6% | +169.3% | +154.3% | +135.3% |
| All | +4,100.0% | +493.9% | +3,606.1% | +1,350.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling