+72.2%
CHRW vs XME
+101.1%
-28.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.0% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -9.4% | -7.3% | -2.1% | -8.3% |
| 3M | -13.3% | -14.8% | +1.5% | -11.2% |
| 6M | -24.2% | -18.4% | -5.8% | -21.7% |
| YTD | -18.9% | -4.7% | -14.2% | -19.3% |
| 1Y | -12.4% | +5.7% | -18.1% | -14.7% |
| 3Y | +72.2% | +104.0% | -31.7% | +27.1% |
| All | +72.2% | +101.1% | -28.8% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling