-2.6%
EXPE vs CHRW
-12.5%
+9.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.7% |
| 7D | -13.3% | +0.2% | -13.5% | -13.2% |
| 30D | -5.5% | -9.4% | +3.9% | -3.5% |
| 3M | -16.5% | -13.3% | -3.2% | -14.2% |
| 6M | +13.1% | -24.2% | +37.2% | +16.8% |
| YTD | -8.0% | -18.9% | +10.9% | -16.2% |
| All | -2.6% | -12.5% | +9.9% | -17.6% |
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