-5.7%
CMG vs CHRW
+89.7%
-95.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -6.5% | +4.1% | -10.5% | -6.7% |
| 30D | +12.1% | +1.9% | +10.2% | +12.0% |
| 3M | +20.6% | -21.2% | +41.7% | +22.4% |
| 6M | +2.1% | -16.7% | +18.8% | +2.8% |
| YTD | -2.6% | -5.4% | +2.7% | -2.9% |
| 1Y | -8.7% | +21.2% | -29.9% | -11.0% |
| 3Y | -7.4% | +86.5% | -93.8% | -17.4% |
| 5Y | -5.7% | +93.0% | -98.7% | -17.0% |
| All | -5.7% | +89.7% | -95.3% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling