+86.8%
CHRW vs APA
+156.4%
-69.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -3.5% | +23.4% | -26.9% | -6.7% |
| 3M | -19.4% | +12.7% | -32.1% | -21.2% |
| 6M | -21.4% | +39.4% | -60.8% | -26.6% |
| YTD | -7.1% | +79.0% | -86.1% | -16.9% |
| 1Y | +17.8% | +88.8% | -71.0% | +3.8% |
| 3Y | +78.8% | +6.4% | +72.4% | +68.4% |
| All | +86.8% | +156.4% | -69.5% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling