+17.3%
CHRW vs ADVB
+5.8%
+11.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.8% | -3.8% | +1.9% | -1.8% |
| 30D | -3.9% | +17.6% | -21.4% | -4.1% |
| 3M | -19.7% | +119.1% | -138.9% | -20.5% |
| 6M | -21.7% | +103.4% | -125.1% | -24.0% |
| YTD | -7.5% | +59.8% | -67.4% | -8.4% |
| 1Y | +17.3% | +8.5% | +8.8% | +23.3% |
| All | +17.3% | +5.8% | +11.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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