+86.8%
CHRW vs APD
+27.6%
+59.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -1.4% | -2.2% | +0.8% | -0.8% |
| 30D | -3.5% | +2.1% | -5.6% | -4.1% |
| 3M | -19.4% | +7.2% | -26.6% | -21.3% |
| 6M | -21.4% | +11.2% | -32.6% | -24.2% |
| YTD | -7.1% | +24.4% | -31.5% | -14.0% |
| 1Y | +17.8% | +6.7% | +11.2% | +14.6% |
| 3Y | +78.8% | +9.2% | +69.5% | +69.1% |
| All | +86.8% | +27.6% | +59.3% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling