+957.8%
CHRW vs XPO
+10,052.8%
-9,095.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -1.5% | -1.8% | -3.2% |
| 30D | -9.4% | +2.6% | -11.9% | -9.6% |
| 3M | -12.6% | -6.1% | -6.5% | -11.9% |
| 6M | -24.2% | -8.0% | -16.2% | -23.4% |
| YTD | -18.9% | +38.5% | -57.3% | -21.9% |
| 1Y | -13.7% | +35.0% | -48.7% | -16.8% |
| 3Y | +72.6% | +126.5% | -53.9% | +54.1% |
| 5Y | +55.6% | +315.4% | -259.9% | +27.0% |
| 10Y | +122.7% | +1,272.1% | -1,149.4% | +60.1% |
| All | +957.8% | +10,052.8% | -9,095.0% | +543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling