+118.5%
EXPE vs CHRW
+131.6%
-13.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.9% |
| 7D | -13.3% | +0.2% | -13.5% | -13.3% |
| 30D | -5.5% | -9.4% | +3.9% | -2.7% |
| 3M | -16.5% | -13.3% | -3.2% | -13.2% |
| 6M | +13.1% | -24.2% | +37.2% | +20.8% |
| YTD | -8.0% | -18.9% | +10.9% | -5.0% |
| 1Y | +1.1% | -12.4% | +13.5% | +1.8% |
| 3Y | +131.2% | +72.2% | +58.9% | +78.8% |
| 5Y | +39.8% | +53.4% | -13.6% | +10.7% |
| 10Y | +118.5% | +127.0% | -8.5% | +56.1% |
| All | +118.5% | +131.6% | -13.2% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling