+127.0%
CHRW vs EXPD
+334.2%
-207.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +1.1% |
| 7D | +0.2% | -5.5% | +5.7% | +4.1% |
| 30D | -9.4% | -1.9% | -7.5% | -8.1% |
| 3M | -13.3% | +6.1% | -19.3% | -16.6% |
| 6M | -24.2% | +21.6% | -45.8% | -33.2% |
| YTD | -18.9% | +27.9% | -46.8% | -30.7% |
| 1Y | -12.4% | +39.4% | -51.8% | -29.2% |
| 3Y | +72.2% | +72.7% | -0.4% | +20.1% |
| 5Y | +53.4% | +60.3% | -6.9% | +9.9% |
| 10Y | +127.0% | +332.6% | -205.6% | -9.8% |
| All | +127.0% | +334.2% | -207.2% | -9.8% |
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