+123.6%
CHRW vs APD
+185.9%
-62.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | +0.6% | -3.7% | +4.2% | +1.8% |
| 30D | -7.3% | +9.6% | -16.9% | -10.0% |
| 3M | -14.2% | +1.6% | -15.8% | -14.8% |
| 6M | -25.1% | +2.2% | -27.3% | -26.1% |
| YTD | -21.2% | +25.9% | -47.0% | -27.9% |
| 1Y | -14.2% | +20.1% | -34.3% | -20.4% |
| 3Y | +63.5% | +12.4% | +51.1% | +51.7% |
| 5Y | +49.6% | +11.1% | +38.5% | +37.2% |
| All | +123.6% | +185.9% | -62.3% | +36.3% |
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