+503.2%
CMI vs CHRW
+183.1%
+320.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.7% | +3.5% | -4.2% | -1.8% |
| 30D | -12.4% | +4.6% | -17.0% | -13.7% |
| 3M | -14.8% | -19.7% | +4.9% | -9.7% |
| 6M | +0.8% | -12.4% | +13.2% | +3.0% |
| YTD | +10.2% | -3.9% | +14.1% | +7.9% |
| 1Y | +37.4% | +18.4% | +19.0% | +23.4% |
| 3Y | +153.3% | +88.8% | +64.4% | +85.3% |
| 5Y | +167.6% | +93.5% | +74.1% | +85.5% |
| All | +503.2% | +183.1% | +320.1% | +242.4% |
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