+81.2%
CHRW vs APD
+29.2%
+52.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | -0.1% | -1.2% | +1.1% | +0.2% |
| 30D | -4.3% | +11.0% | -15.3% | -6.7% |
| 3M | -7.4% | +2.6% | -10.0% | -8.0% |
| 6M | -20.7% | +4.8% | -25.5% | -21.8% |
| YTD | -15.9% | +31.0% | -46.8% | -22.7% |
| 1Y | -9.9% | +23.4% | -33.3% | -15.8% |
| All | +81.2% | +29.2% | +52.0% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling