+6,181.2%
CMI vs CHRW
+4,173.0%
+2,008.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | -13.4% | -3.5% | -10.0% | -12.4% |
| 3M | -17.0% | -19.4% | +2.4% | -11.1% |
| 6M | -1.6% | -21.4% | +19.7% | +5.5% |
| YTD | +11.0% | -7.1% | +18.1% | +10.0% |
| 1Y | +41.9% | +17.8% | +24.1% | +25.8% |
| 3Y | +151.8% | +78.8% | +73.0% | +80.9% |
| 5Y | +163.6% | +83.5% | +80.1% | +80.9% |
| 10Y | +472.9% | +160.2% | +312.7% | +226.7% |
| All | +6,181.2% | +4,173.0% | +2,008.2% | +1,659.6% |
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