+41.5%
CHRW vs ADVB
-95.9%
+137.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +42.7% | -42.2% | -0.4% |
| 7D | +4.7% | +74.2% | -69.5% | +3.4% |
| 30D | -2.6% | -35.9% | +33.3% | -2.2% |
| 3M | -8.0% | -56.4% | +48.5% | -7.1% |
| 6M | -19.0% | -36.7% | +17.7% | -19.2% |
| YTD | -15.5% | -43.3% | +27.9% | -16.2% |
| 1Y | -10.8% | -63.4% | +52.6% | -8.8% |
| All | +41.5% | -95.9% | +137.4% | +63.6% |
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