+83.3%
CHRW vs APA
+8.0%
+75.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -3.5% | +23.4% | -26.9% | -6.2% |
| 3M | -19.4% | +12.7% | -32.1% | -20.8% |
| 6M | -21.4% | +39.4% | -60.8% | -26.2% |
| YTD | -7.1% | +79.0% | -86.1% | -16.1% |
| 1Y | +17.8% | +88.8% | -71.0% | +4.9% |
| All | +83.3% | +8.0% | +75.3% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling