+88.6%
CHRW vs EXE
+106.6%
-18.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.9% | -1.8% | +3.7% | +2.2% |
| 30D | +0.9% | +6.4% | -5.5% | 0.0% |
| 3M | -19.9% | +9.2% | -29.1% | -21.0% |
| 6M | -15.8% | -7.0% | -8.8% | -15.1% |
| YTD | -5.6% | -9.5% | +3.9% | -4.6% |
| 1Y | +21.0% | +6.2% | +14.8% | +18.9% |
| 3Y | +86.0% | +20.7% | +65.3% | +76.8% |
| 5Y | +88.6% | +103.6% | -15.0% | +70.8% |
| All | +88.6% | +106.6% | -18.0% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling