-17.0%
CHRW vs XPO
-2.1%
-14.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -1.2% |
| 7D | +7.3% | +9.0% | -1.7% | +2.3% |
| 30D | -3.6% | +4.2% | -7.7% | -5.6% |
| 3M | -9.6% | -8.7% | -0.9% | -5.5% |
| 6M | -17.0% | -2.8% | -14.2% | -15.8% |
| All | -17.0% | -2.1% | -14.9% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling