+325.9%
CMG vs CHRW
+128.6%
+197.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +2.5% | +7.3% | -4.8% | +1.5% |
| 30D | +15.6% | -3.6% | +19.2% | +15.9% |
| 3M | +8.2% | -9.6% | +17.8% | +9.4% |
| 6M | +9.9% | -17.0% | +26.9% | +11.2% |
| YTD | -4.6% | -15.4% | +10.8% | -4.1% |
| 1Y | +12.4% | -10.0% | +22.4% | +12.0% |
| 3Y | -18.0% | +82.2% | -100.1% | -31.9% |
| 5Y | -5.3% | +59.4% | -64.7% | -19.6% |
| All | +325.9% | +128.6% | +197.3% | +211.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling