+333.8%
CHRW vs XME
+175.1%
+158.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | +4.7% | +5.3% | -0.6% | +3.0% |
| 30D | -2.6% | -8.2% | +5.6% | -0.2% |
| 3M | -8.0% | -18.4% | +10.4% | -2.7% |
| 6M | -19.0% | -22.8% | +3.8% | -13.6% |
| YTD | -15.5% | -7.9% | -7.6% | -15.2% |
| 1Y | -10.8% | -0.9% | -10.0% | -12.7% |
| 3Y | +79.8% | +96.0% | -16.1% | +37.6% |
| 5Y | +59.3% | +110.3% | -51.0% | +16.3% |
| 10Y | +129.6% | +272.8% | -143.2% | +29.2% |
| All | +333.8% | +175.1% | +158.7% | +101.5% |
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