+153.1%
EXPE vs CHRW
+168.2%
-15.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.5% | -8.4% |
| 7D | -9.8% | +1.9% | -11.7% | -10.3% |
| 30D | -11.5% | +0.9% | -12.4% | -11.9% |
| 3M | +21.7% | -19.9% | +41.6% | +28.7% |
| 6M | +10.4% | -15.8% | +26.2% | +14.3% |
| YTD | -2.5% | -5.6% | +3.0% | -3.5% |
| 1Y | +27.3% | +21.0% | +6.3% | +15.2% |
| 3Y | +153.5% | +86.0% | +67.5% | +93.1% |
| 5Y | +91.1% | +88.6% | +2.5% | +41.4% |
| 10Y | +153.1% | +169.3% | -16.2% | +68.4% |
| All | +153.1% | +168.2% | -15.1% | +68.4% |
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