+86.0%
CHRW vs XPO
+159.4%
-73.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.1% |
| 7D | +1.9% | +2.7% | -0.7% | +1.2% |
| 30D | +0.9% | -6.2% | +7.1% | +2.5% |
| 3M | -19.9% | -15.4% | -4.5% | -16.5% |
| 6M | -15.8% | +0.7% | -16.5% | -15.7% |
| YTD | -5.6% | +39.8% | -45.4% | -11.2% |
| 1Y | +21.0% | +43.3% | -22.3% | +13.0% |
| 3Y | +86.0% | +166.0% | -80.0% | +63.5% |
| All | +86.0% | +159.4% | -73.4% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling