-13.7%
CHRW vs APD
+21.8%
-35.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.8% |
| 7D | +0.2% | -1.6% | +1.8% | +0.3% |
| 30D | -9.4% | +10.6% | -20.0% | -9.8% |
| 3M | -13.3% | +2.5% | -15.8% | -13.2% |
| 6M | -24.2% | +6.0% | -30.1% | -24.5% |
| YTD | -18.9% | +28.4% | -47.3% | -22.4% |
| All | -13.7% | +21.8% | -35.5% | -16.8% |
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