+32.0%
CHRW vs ADVB
-97.5%
+129.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.4% |
| 7D | +0.6% | -13.9% | +14.5% | +0.8% |
| 30D | -7.3% | -68.1% | +60.8% | -5.5% |
| 3M | -14.2% | -73.4% | +59.2% | -12.4% |
| 6M | -25.1% | -70.8% | +45.7% | -24.0% |
| YTD | -21.2% | -66.1% | +44.9% | -20.9% |
| 1Y | -14.2% | -77.5% | +63.3% | -11.4% |
| All | +32.0% | -97.5% | +129.5% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling