+104.9%
EXPE vs CHRW
+83.1%
+21.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | -9.5% | -1.4% | -8.1% | -9.2% |
| 30D | -6.6% | -3.5% | -3.2% | -5.8% |
| 3M | +31.4% | -19.4% | +50.8% | +37.3% |
| 6M | +35.2% | -21.4% | +56.6% | +41.6% |
| YTD | +5.8% | -7.1% | +12.9% | +5.3% |
| 1Y | +38.7% | +17.8% | +20.9% | +28.4% |
| 3Y | +175.8% | +78.8% | +97.0% | +122.5% |
| All | +104.9% | +83.1% | +21.8% | +80.8% |
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