+4,100.0%
CMG vs CHRW
+484.2%
+3,615.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -2.8% | -1.4% | -1.4% | -2.4% |
| 30D | +7.1% | -3.5% | +10.6% | +8.1% |
| 3M | +31.2% | -19.4% | +50.6% | +37.6% |
| 6M | +0.7% | -21.4% | +22.1% | +5.9% |
| YTD | -0.1% | -7.1% | +7.0% | -1.2% |
| 1Y | -10.7% | +17.8% | -28.6% | -20.4% |
| 3Y | -4.7% | +78.8% | -83.5% | -30.4% |
| 5Y | -3.8% | +83.5% | -87.3% | -32.6% |
| 10Y | +352.5% | +160.2% | +192.2% | +154.7% |
| All | +4,100.0% | +484.2% | +3,615.8% | +1,358.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling