+35.1%
CHRW vs ADVB
-97.6%
+132.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.5% | +5.4% | -3.9% |
| 7D | +0.7% | -28.0% | +28.7% | +1.3% |
| 30D | -5.0% | -70.2% | +65.2% | -3.0% |
| 3M | -16.1% | -76.1% | +60.0% | -14.2% |
| 6M | -22.6% | -72.3% | +49.7% | -21.4% |
| YTD | -19.3% | -67.5% | +48.2% | -18.9% |
| 1Y | -14.9% | -78.6% | +63.6% | -12.1% |
| All | +35.1% | -97.6% | +132.8% | +58.2% |
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