+35.9%
CHRW vs ADVB
-97.4%
+133.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.8% |
| 7D | +0.2% | -1.2% | +1.4% | +0.2% |
| 30D | -9.4% | -61.4% | +52.0% | -7.9% |
| 3M | -13.3% | -67.8% | +54.6% | -11.7% |
| 6M | -24.2% | -66.9% | +42.7% | -23.2% |
| YTD | -18.9% | -64.9% | +46.0% | -18.6% |
| 1Y | -12.4% | -74.8% | +62.4% | -10.2% |
| All | +35.9% | -97.4% | +133.3% | +58.8% |
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