+12.4%
CMG vs CHRW
-11.0%
+23.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +2.5% | +7.3% | -4.8% | +2.1% |
| 30D | +15.6% | -3.6% | +19.2% | +15.5% |
| 3M | +8.2% | -9.6% | +17.8% | +8.7% |
| 6M | +9.9% | -17.0% | +26.9% | +7.7% |
| YTD | -4.6% | -15.4% | +10.8% | -10.2% |
| 1Y | +12.4% | -10.0% | +22.4% | +2.7% |
| All | +12.4% | -11.0% | +23.4% | +2.7% |
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 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