+129.8%
CHRW vs XPO
+1,236.5%
-1,106.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.7% | +6.9% | -2.1% | +3.0% |
| 30D | -2.6% | +4.1% | -6.7% | -3.5% |
| 3M | -8.0% | -9.7% | +1.7% | -5.7% |
| 6M | -19.0% | -3.8% | -15.2% | -18.3% |
| YTD | -15.5% | +38.8% | -54.2% | -21.7% |
| 1Y | -10.8% | +34.2% | -45.0% | -17.0% |
| 3Y | +79.8% | +126.9% | -47.1% | +42.1% |
| 5Y | +59.3% | +297.5% | -238.2% | +4.2% |
| All | +129.8% | +1,236.5% | -1,106.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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