+164.0%
CHRW vs EXPD
+315.7%
-151.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -1.4% | -1.1% | -0.3% | -0.6% |
| 30D | -3.5% | +4.1% | -7.5% | -6.0% |
| 3M | -19.4% | +17.9% | -37.3% | -27.6% |
| 6M | -21.4% | +29.2% | -50.6% | -33.5% |
| YTD | -7.1% | +27.4% | -34.5% | -20.4% |
| 1Y | +17.8% | +56.8% | -39.0% | -12.2% |
| 3Y | +78.8% | +68.0% | +10.7% | +26.7% |
| 5Y | +83.5% | +61.9% | +21.7% | +30.5% |
| All | +164.0% | +315.7% | -151.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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