+174.5%
CHRW vs APTV
-21.3%
+195.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | +4.1% | -1.2% | +5.2% | +4.2% |
| 30D | +1.9% | -10.6% | +12.5% | +4.1% |
| 3M | -21.2% | -35.0% | +13.8% | -14.6% |
| 6M | -16.7% | -38.9% | +22.2% | -9.3% |
| YTD | -5.4% | -41.5% | +36.1% | +3.8% |
| 1Y | +21.2% | -45.8% | +67.0% | +34.8% |
| 3Y | +86.5% | -55.7% | +142.2% | +110.6% |
| 5Y | +93.0% | -70.1% | +163.2% | +127.8% |
| 10Y | +174.5% | -19.1% | +193.6% | +180.2% |
| All | +174.5% | -21.3% | +195.8% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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