+127.0%
CHRW vs APD
+192.6%
-65.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.3% |
| 7D | +0.2% | -1.6% | +1.8% | +0.8% |
| 30D | -9.4% | +10.6% | -20.0% | -12.3% |
| 3M | -13.3% | +2.5% | -15.8% | -14.1% |
| 6M | -24.2% | +6.0% | -30.1% | -26.1% |
| YTD | -18.9% | +28.4% | -47.3% | -26.3% |
| 1Y | -12.4% | +22.2% | -34.5% | -19.2% |
| 3Y | +72.2% | +26.6% | +45.7% | +53.9% |
| 5Y | +53.4% | +11.8% | +41.6% | +40.6% |
| 10Y | +127.0% | +187.8% | -60.8% | +36.9% |
| All | +127.0% | +192.6% | -65.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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