+313.2%
APP vs CHRW
+53.7%
+259.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +61.1% | -3.4% | +64.5% | +62.3% |
| 30D | +42.8% | -9.4% | +52.1% | +46.9% |
| 3M | +16.7% | -12.6% | +29.3% | +20.5% |
| 6M | -15.6% | -24.2% | +8.6% | -9.8% |
| YTD | -41.3% | -18.9% | -22.4% | -38.4% |
| 1Y | -39.3% | -13.7% | -25.6% | -37.7% |
| 3Y | +803.2% | +72.6% | +730.6% | +574.8% |
| 5Y | +313.2% | +55.6% | +257.6% | +219.5% |
| All | +313.2% | +53.7% | +259.5% | +219.5% |
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