+21.2%
CHRW vs APA
+107.8%
-86.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.7% | +0.2% |
| 7D | +4.1% | +0.3% | +3.7% | +4.1% |
| 30D | +1.9% | +9.3% | -7.4% | +1.8% |
| 3M | -21.2% | +23.3% | -44.5% | -21.5% |
| 6M | -16.7% | +39.5% | -56.2% | -19.4% |
| YTD | -5.4% | +87.6% | -93.0% | -9.4% |
| 1Y | +21.2% | +114.2% | -93.1% | +19.0% |
| All | +21.2% | +107.8% | -86.6% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling