+57.5%
CHRW vs EXPD
+60.9%
-3.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +7.3% | +5.5% | +1.8% | +3.2% |
| 30D | -3.6% | -0.8% | -2.8% | -2.9% |
| 3M | -9.6% | +4.1% | -13.7% | -12.1% |
| 6M | -17.0% | +25.7% | -42.7% | -29.2% |
| YTD | -15.4% | +31.4% | -46.8% | -29.8% |
| 1Y | -10.0% | +42.2% | -52.2% | -29.2% |
| 3Y | +82.2% | +77.2% | +5.0% | +22.2% |
| All | +57.5% | +60.9% | -3.4% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling