-78.6%
ADVB vs CAI
-11.3%
-67.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -2.2% | +44.8% | +42.7% |
| 7D | +74.2% | -8.0% | +82.2% | +74.7% |
| 30D | -35.9% | -18.9% | -17.0% | -34.8% |
| 3M | -56.4% | +7.6% | -64.1% | -55.9% |
| 6M | -36.7% | +43.0% | -79.7% | -37.0% |
| YTD | -43.3% | -11.2% | -32.1% | -37.8% |
| 1Y | -63.4% | -3.3% | -60.1% | -60.9% |
| All | -78.6% | -11.3% | -67.4% | -76.8% |
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