+165.0%
CMI vs CHRW
+90.8%
+74.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.7% | +3.5% | -4.2% | -1.5% |
| 30D | -12.4% | +4.6% | -17.0% | -13.3% |
| 3M | -14.8% | -19.7% | +4.9% | -11.1% |
| 6M | +0.8% | -12.4% | +13.2% | +2.4% |
| YTD | +10.2% | -3.9% | +14.1% | +8.5% |
| 1Y | +37.4% | +18.4% | +19.0% | +27.1% |
| 3Y | +153.3% | +88.8% | +64.4% | +103.7% |
| All | +165.0% | +90.8% | +74.2% | +105.2% |
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 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