+174.5%
CHRW vs XME
+412.4%
-237.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +1.9% | +1.4% | +0.5% | +1.3% |
| 3M | -21.2% | +2.7% | -23.9% | -22.1% |
| 6M | -16.7% | +6.5% | -23.2% | -19.0% |
| YTD | -5.4% | +15.2% | -20.6% | -10.2% |
| 1Y | +21.2% | +43.5% | -22.3% | +7.4% |
| 3Y | +86.5% | +135.9% | -49.4% | +40.6% |
| 5Y | +93.0% | +181.5% | -88.4% | +35.8% |
| 10Y | +174.5% | +436.9% | -262.3% | +57.2% |
| All | +174.5% | +412.4% | -237.9% | +57.2% |
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