+135.5%
EXPE vs CHRW
+63.9%
+71.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.5% | -4.3% |
| 7D | -9.3% | +0.6% | -9.9% | -9.3% |
| 30D | +0.1% | -7.3% | +7.4% | +1.9% |
| 3M | -15.3% | -14.2% | -1.1% | -12.6% |
| 6M | +5.5% | -25.1% | +30.6% | +10.8% |
| YTD | -8.0% | -21.2% | +13.2% | -5.3% |
| 1Y | +18.9% | -14.2% | +33.0% | +19.9% |
| 3Y | +135.5% | +63.5% | +72.0% | +98.1% |
| All | +135.5% | +63.9% | +71.6% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling