+3,607.0%
CHRW vs APA
+277.1%
+3,330.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -5.0% | -2.7% |
| 7D | +0.6% | -15.5% | +16.1% | +3.2% |
| 30D | -7.3% | +2.4% | -9.7% | -7.9% |
| 3M | -14.2% | +22.8% | -37.0% | -17.4% |
| 6M | -25.1% | +17.9% | -43.0% | -27.8% |
| YTD | -21.2% | +87.7% | -108.8% | -30.1% |
| 1Y | -14.2% | +94.2% | -108.3% | -24.5% |
| 3Y | +63.5% | +27.2% | +36.3% | +49.7% |
| 5Y | +49.6% | +74.1% | -24.5% | +25.7% |
| 10Y | +129.4% | +2.6% | +126.7% | +78.6% |
| All | +3,607.0% | +277.1% | +3,330.0% | +2,145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling