+169.3%
CHRW vs APA
-0.7%
+170.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.2% | +1.5% |
| 7D | +1.9% | -1.7% | +3.6% | +2.1% |
| 30D | +0.9% | +15.7% | -14.8% | -0.6% |
| 3M | -19.9% | +16.5% | -36.3% | -21.2% |
| 6M | -15.8% | +35.1% | -50.9% | -18.9% |
| YTD | -5.6% | +82.2% | -87.8% | -11.8% |
| 1Y | +21.0% | +102.5% | -81.4% | +11.5% |
| 3Y | +86.0% | +10.3% | +75.7% | +78.2% |
| 5Y | +88.6% | +166.1% | -77.5% | +66.7% |
| 10Y | +169.3% | -4.9% | +174.2% | +143.4% |
| All | +169.3% | -0.7% | +170.0% | +143.4% |
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