+189.3%
CHRW vs APTV
+138.4%
+50.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +4.7% | -5.0% | +9.7% | +5.8% |
| 30D | -2.6% | -12.3% | +9.7% | -0.1% |
| 3M | -8.0% | -19.9% | +12.0% | -4.1% |
| 6M | -19.0% | -29.4% | +10.4% | -14.5% |
| YTD | -15.5% | -49.0% | +33.5% | -4.7% |
| 1Y | -10.8% | -53.1% | +42.3% | +2.3% |
| 3Y | +79.8% | -48.9% | +128.7% | +98.1% |
| 5Y | +59.3% | -77.2% | +136.5% | +99.8% |
| 10Y | +129.6% | -26.8% | +156.4% | +117.4% |
| All | +189.3% | +138.4% | +50.8% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling