+93.0%
CHRW vs XPO
+262.4%
-169.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.0% |
| 7D | +4.1% | -0.9% | +5.0% | +4.3% |
| 30D | +1.9% | -8.1% | +10.0% | +4.0% |
| 3M | -21.2% | -19.0% | -2.1% | -16.9% |
| 6M | -16.7% | -5.2% | -11.5% | -15.5% |
| YTD | -5.4% | +35.6% | -40.9% | -11.6% |
| 1Y | +21.2% | +41.1% | -19.9% | +11.9% |
| 3Y | +86.5% | +157.9% | -71.4% | +43.5% |
| 5Y | +93.0% | +265.6% | -172.6% | +23.6% |
| All | +93.0% | +262.4% | -169.4% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling