+855.0%
EXPE vs CHRW
+667.0%
+188.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -9.5% | -1.4% | -8.1% | -9.0% |
| 30D | -6.6% | -3.5% | -3.2% | -5.4% |
| 3M | +31.4% | -19.4% | +50.8% | +41.3% |
| 6M | +35.2% | -21.4% | +56.6% | +45.7% |
| YTD | +5.8% | -7.1% | +12.9% | +5.2% |
| 1Y | +38.7% | +17.8% | +20.9% | +23.0% |
| 3Y | +175.8% | +78.8% | +97.0% | +95.7% |
| 5Y | +111.8% | +83.5% | +28.3% | +43.2% |
| 10Y | +179.7% | +160.2% | +19.5% | +50.8% |
| All | +855.0% | +667.0% | +188.0% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling