+20.9%
CHRW vs EXE
+6.2%
+14.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | +0.9% | +6.4% | -5.5% | +0.5% |
| 3M | -19.9% | +9.2% | -29.1% | -20.5% |
| 6M | -15.8% | -7.0% | -8.8% | -15.6% |
| YTD | -5.6% | -9.5% | +3.9% | -5.1% |
| All | +20.9% | +6.2% | +14.7% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling