+47.3%
EXPE vs CHRW
+58.8%
-11.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.5% | +7.3% | -7.8% | -2.4% |
| 30D | -6.1% | -3.6% | -2.5% | -5.3% |
| 3M | -21.3% | -9.6% | -11.7% | -19.5% |
| 6M | +19.0% | -17.0% | +36.0% | +22.8% |
| YTD | -8.4% | -15.4% | +7.0% | -7.1% |
| 1Y | -2.8% | -10.0% | +7.2% | -3.1% |
| 3Y | +120.8% | +82.2% | +38.6% | +72.1% |
| All | +47.3% | +58.8% | -11.5% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling