+53.2%
CHRW vs EXPD
+52.5%
+0.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.3% | -0.9% |
| 7D | +0.7% | -4.8% | +5.5% | +4.3% |
| 30D | -5.0% | -1.5% | -3.5% | -3.8% |
| 3M | -16.1% | +4.1% | -20.2% | -18.5% |
| 6M | -22.6% | +24.0% | -46.6% | -33.4% |
| YTD | -19.3% | +27.4% | -46.7% | -31.5% |
| 1Y | -14.9% | +38.4% | -53.3% | -31.7% |
| 3Y | +68.0% | +73.2% | -5.2% | +14.6% |
| 5Y | +53.2% | +59.9% | -6.7% | +6.5% |
| All | +53.2% | +52.5% | +0.7% | +6.5% |
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