-3.9%
EXPE vs CHRW
-9.5%
+5.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.2% | +4.7% | -8.9% | -5.2% |
| 30D | -4.5% | -2.6% | -1.9% | -4.1% |
| 3M | -19.7% | -8.0% | -11.7% | -18.6% |
| 6M | +18.3% | -19.0% | +37.3% | +20.1% |
| YTD | -7.3% | -15.5% | +8.1% | -16.0% |
| 1Y | -3.9% | -10.8% | +6.9% | -18.2% |
| All | -3.9% | -9.5% | +5.6% | -18.2% |
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