+1,110.7%
CHRW vs XPO
+10,316.6%
-9,205.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +0.5% |
| 7D | -1.4% | +2.4% | -3.8% | -1.7% |
| 30D | -3.5% | -3.5% | +0.1% | -3.1% |
| 3M | -19.4% | -11.9% | -7.5% | -18.1% |
| 6M | -21.4% | -10.0% | -11.4% | -20.3% |
| YTD | -7.1% | +42.1% | -49.2% | -11.0% |
| 1Y | +17.8% | +47.6% | -29.8% | +12.3% |
| 3Y | +78.8% | +153.6% | -74.8% | +57.1% |
| 5Y | +83.5% | +266.5% | -183.0% | +51.5% |
| 10Y | +160.2% | +1,460.4% | -1,300.2% | +84.8% |
| All | +1,110.7% | +10,316.6% | -9,205.8% | +634.1% |
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