-86.4%
ADVB vs CAI
-9.5%
-76.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +3.1% |
| 7D | -4.1% | -25.6% | +21.5% | -2.9% |
| 30D | -60.3% | -17.7% | -42.5% | -59.6% |
| 3M | -73.3% | +4.4% | -77.7% | -72.9% |
| 6M | -65.9% | +51.3% | -117.2% | -66.4% |
| YTD | -63.9% | -9.5% | -54.4% | -60.4% |
| 1Y | -74.1% | -1.5% | -72.7% | -72.4% |
| All | -86.4% | -9.5% | -76.9% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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