+88.3%
CHRW vs EXE
+187.5%
-99.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +4.1% | -2.7% | +6.8% | +4.5% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | -21.2% | +9.5% | -30.6% | -22.3% |
| 6M | -16.7% | -9.3% | -7.3% | -15.7% |
| YTD | -5.4% | -10.9% | +5.5% | -4.1% |
| 1Y | +21.2% | +4.3% | +16.9% | +19.4% |
| 3Y | +86.5% | +18.8% | +67.7% | +77.8% |
| 5Y | +93.0% | +101.4% | -8.4% | +71.8% |
| All | +88.3% | +187.5% | -99.2% | +61.3% |
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