+50.0%
EXPE vs CHRW
-10.6%
+60.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.3% | +10.5% |
| 7D | +14.6% | +4.9% | +9.8% | +13.5% |
| 30D | +21.4% | -4.8% | +26.2% | +22.4% |
| 3M | +1.4% | -13.1% | +14.5% | +3.9% |
| 6M | +28.6% | -16.3% | +45.0% | +29.5% |
| YTD | +12.1% | -15.8% | +27.9% | +3.2% |
| 1Y | +50.0% | -11.1% | +61.2% | +30.3% |
| All | +50.0% | -10.6% | +60.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling