-5.0%
CMG vs CHRW
+86.2%
-91.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | -1.5% | +1.9% | -3.4% | -1.3% |
| 30D | +12.7% | +0.9% | +11.8% | +12.8% |
| 3M | +26.3% | -19.9% | +46.1% | +25.9% |
| 6M | +4.5% | -15.8% | +20.3% | +4.0% |
| YTD | -0.1% | -5.6% | +5.5% | +0.6% |
| 1Y | -6.8% | +21.0% | -27.8% | -3.5% |
| 3Y | -5.0% | +86.0% | -91.0% | -2.1% |
| All | -5.0% | +86.2% | -91.2% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling