+376.5%
CHRW vs XME
+242.3%
+134.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -3.5% | +6.0% | -9.5% | -5.4% |
| 3M | -19.4% | -7.7% | -11.7% | -18.1% |
| 6M | -21.4% | +1.0% | -22.3% | -22.7% |
| YTD | -7.1% | +14.6% | -21.8% | -12.6% |
| 1Y | +17.8% | +46.0% | -28.1% | +1.8% |
| 3Y | +78.8% | +127.0% | -48.2% | +31.4% |
| 5Y | +83.5% | +175.8% | -92.3% | +23.3% |
| 10Y | +160.2% | +414.6% | -254.4% | +32.1% |
| All | +376.5% | +242.3% | +134.2% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling