+321.2%
CMG vs CHRW
+182.4%
+138.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -3.8% | +4.4% | -8.2% | -4.4% |
| 30D | +12.9% | +5.5% | +7.4% | +12.0% |
| 3M | +18.8% | -17.3% | +36.0% | +21.3% |
| 6M | +4.1% | -12.7% | +16.7% | +4.9% |
| YTD | -2.4% | -4.1% | +1.8% | -3.2% |
| 1Y | -6.7% | +21.2% | -27.9% | -11.9% |
| 3Y | -7.1% | +88.9% | -96.0% | -22.7% |
| 5Y | -5.0% | +93.1% | -98.1% | -22.8% |
| All | +321.2% | +182.4% | +138.7% | +156.0% |
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