+129.9%
CHRW vs XME
+260.6%
-130.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | +7.3% | +0.3% | +7.0% | +7.2% |
| 30D | -3.6% | -6.1% | +2.6% | -2.1% |
| 3M | -9.6% | -18.6% | +9.0% | -5.1% |
| 6M | -17.0% | -23.9% | +6.9% | -11.9% |
| YTD | -15.4% | -9.3% | -6.1% | -14.9% |
| 1Y | -10.0% | +1.8% | -11.8% | -12.4% |
| 3Y | +82.2% | +93.0% | -10.8% | +43.5% |
| 5Y | +59.4% | +107.0% | -47.6% | +20.8% |
| All | +129.9% | +260.6% | -130.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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