-74.9%
ADVB vs CAI
-2.4%
-72.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.6% |
| 7D | -1.2% | -20.3% | +19.1% | -1.7% |
| 30D | -61.4% | -13.9% | -47.5% | -61.1% |
| 3M | -67.8% | +12.4% | -80.3% | -66.5% |
| 6M | -66.9% | +58.3% | -125.2% | -64.7% |
| YTD | -64.9% | -5.2% | -59.7% | -60.0% |
| All | -74.9% | -2.4% | -72.5% | -72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling