+127.0%
CHRW vs APA
+0.9%
+126.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +0.2% | -8.7% | +9.0% | +1.1% |
| 30D | -9.4% | -2.4% | -7.0% | -9.3% |
| 3M | -13.3% | +19.0% | -32.2% | -15.0% |
| 6M | -24.2% | +26.8% | -51.0% | -26.3% |
| YTD | -18.9% | +87.3% | -106.2% | -24.6% |
| 1Y | -12.4% | +92.3% | -104.7% | -18.8% |
| 3Y | +72.2% | +37.3% | +35.0% | +61.4% |
| 5Y | +53.4% | +73.2% | -19.8% | +39.4% |
| 10Y | +127.0% | -0.9% | +127.8% | +107.9% |
| All | +127.0% | +0.9% | +126.1% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling