+83.3%
CHRW vs EXEL
+164.9%
-81.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.4% | +8.4% | -9.8% | -2.2% |
| 30D | -3.5% | +4.1% | -7.5% | -3.9% |
| 3M | -19.4% | +12.4% | -31.8% | -20.4% |
| 6M | -21.4% | +41.5% | -62.9% | -24.4% |
| YTD | -7.1% | +34.6% | -41.8% | -10.4% |
| 1Y | +17.8% | +57.9% | -40.0% | +11.5% |
| All | +83.3% | +164.9% | -81.6% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling