+4,266.9%
CHRW vs EXPD
+4,180.2%
+86.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -1.4% | -1.1% | -0.3% | -0.8% |
| 30D | -3.5% | +4.1% | -7.5% | -5.4% |
| 3M | -19.4% | +17.9% | -37.3% | -25.6% |
| 6M | -21.4% | +29.2% | -50.6% | -30.6% |
| YTD | -7.1% | +27.4% | -34.5% | -17.1% |
| 1Y | +17.8% | +56.8% | -39.0% | -5.4% |
| 3Y | +78.8% | +68.0% | +10.7% | +38.6% |
| 5Y | +83.5% | +61.9% | +21.7% | +43.6% |
| 10Y | +160.2% | +316.0% | -155.8% | +29.1% |
| All | +4,266.9% | +4,180.2% | +86.7% | +781.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling