+41.6%
CHRW vs ADVB
-96.8%
+138.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.6% | +0.5% |
| 7D | +7.3% | +27.8% | -20.5% | +6.5% |
| 30D | -3.6% | -50.8% | +47.2% | -2.7% |
| 3M | -9.6% | -70.5% | +60.9% | -8.1% |
| 6M | -17.0% | -46.7% | +29.7% | -17.0% |
| YTD | -15.4% | -56.7% | +41.3% | -15.7% |
| 1Y | -10.0% | -71.8% | +61.8% | -7.6% |
| All | +41.6% | -96.8% | +138.4% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling