+55.6%
CHRW vs XPO
+311.4%
-255.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -1.5% | -1.8% | -3.0% |
| 30D | -9.4% | +2.6% | -11.9% | -9.9% |
| 3M | -12.6% | -6.1% | -6.5% | -11.3% |
| 6M | -24.2% | -8.0% | -16.2% | -22.6% |
| YTD | -18.9% | +38.5% | -57.3% | -24.5% |
| 1Y | -13.7% | +35.0% | -48.7% | -19.4% |
| 3Y | +72.6% | +126.5% | -53.9% | +37.8% |
| 5Y | +55.6% | +315.4% | -259.9% | -3.9% |
| All | +55.6% | +311.4% | -255.8% | -3.9% |
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