-73.1%
ADVB vs CAI
-0.4%
-72.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.7% | +10.0% |
| 7D | +10.5% | -26.3% | +36.8% | +9.5% |
| 30D | -56.0% | -17.5% | -38.5% | -55.8% |
| 3M | -70.1% | +5.8% | -76.0% | -68.9% |
| 6M | -53.7% | +53.6% | -107.3% | -50.7% |
| YTD | -60.3% | -9.2% | -51.0% | -55.1% |
| 1Y | -73.1% | -2.7% | -70.5% | -70.9% |
| All | -73.1% | -0.4% | -72.8% | -70.9% |
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