+174.5%
CHRW vs EXEL
+378.5%
-204.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +1.9% | +10.1% | -8.2% | +0.9% |
| 3M | -21.2% | +10.1% | -31.2% | -22.0% |
| 6M | -16.7% | +37.7% | -54.3% | -19.4% |
| YTD | -5.4% | +33.1% | -38.4% | -8.3% |
| 1Y | +21.2% | +52.4% | -31.2% | +15.6% |
| 3Y | +86.5% | +163.8% | -77.4% | +67.0% |
| 5Y | +93.0% | +198.5% | -105.5% | +69.3% |
| 10Y | +174.5% | +386.9% | -212.4% | +133.6% |
| All | +174.5% | +378.5% | -204.0% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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