+123.6%
CHRW vs EXPD
+304.0%
-180.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -0.8% |
| 7D | +0.6% | -7.2% | +7.7% | +5.8% |
| 30D | -7.3% | -3.3% | -4.0% | -5.0% |
| 3M | -14.2% | +3.4% | -17.6% | -16.1% |
| 6M | -25.1% | +22.7% | -47.8% | -34.4% |
| YTD | -21.2% | +24.5% | -45.7% | -31.4% |
| 1Y | -14.2% | +38.6% | -52.8% | -30.3% |
| 3Y | +63.5% | +71.5% | -8.0% | +14.7% |
| 5Y | +49.6% | +56.2% | -6.7% | +9.2% |
| All | +123.6% | +304.0% | -180.4% | -4.0% |
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