-14.2%
CHRW vs APD
+24.7%
-38.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | +0.6% | -3.7% | +4.2% | +0.9% |
| 30D | -7.3% | +9.6% | -16.9% | -7.7% |
| 3M | -14.2% | +1.6% | -15.8% | -14.0% |
| 6M | -25.1% | +2.2% | -27.3% | -25.1% |
| YTD | -21.2% | +25.9% | -47.0% | -24.4% |
| 1Y | -14.2% | +20.1% | -34.3% | -17.0% |
| All | -14.2% | +24.7% | -38.8% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling