+122.7%
CHRW vs EXEL
+363.4%
-240.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -3.4% | -2.4% | -1.0% | -3.1% |
| 30D | -9.4% | +17.9% | -27.3% | -10.8% |
| 3M | -12.6% | +33.3% | -45.9% | -15.2% |
| 6M | -24.2% | +46.6% | -70.7% | -27.2% |
| YTD | -18.9% | +61.0% | -79.9% | -23.0% |
| 1Y | -13.7% | +70.4% | -84.1% | -18.6% |
| 3Y | +72.6% | +236.1% | -163.5% | +50.1% |
| 5Y | +55.6% | +284.8% | -229.3% | +32.3% |
| 10Y | +122.7% | +348.4% | -225.7% | +88.4% |
| All | +122.7% | +363.4% | -240.7% | +88.4% |
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