+21.2%
CHRW vs XME
+42.3%
-21.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +1.9% | +1.4% | +0.5% | +1.7% |
| 3M | -21.2% | +2.7% | -23.9% | -20.8% |
| 6M | -16.7% | +6.5% | -23.2% | -17.7% |
| YTD | -5.4% | +15.2% | -20.6% | -5.8% |
| 1Y | +21.2% | +43.5% | -22.3% | +15.7% |
| All | +21.2% | +42.3% | -21.1% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling