+68.2%
CHRW vs EXE
+163.0%
-94.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.7% | +3.6% | +1.2% | +4.2% |
| 30D | -2.6% | -4.3% | +1.7% | -1.9% |
| 3M | -8.0% | -7.7% | -0.3% | -6.9% |
| 6M | -19.0% | -7.2% | -11.8% | -18.3% |
| YTD | -15.5% | -18.5% | +3.0% | -13.3% |
| 1Y | -10.8% | -24.4% | +13.5% | -7.5% |
| 3Y | +79.8% | +21.6% | +58.2% | +70.6% |
| 5Y | +59.3% | +77.3% | -18.1% | +44.8% |
| All | +68.2% | +163.0% | -94.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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