-83.7%
ADVB vs CAI
-14.7%
-69.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | -3.8% | -19.7% | -23.4% |
| 7D | +27.8% | -8.7% | +36.5% | +28.2% |
| 30D | -50.8% | -23.8% | -26.9% | -49.9% |
| 3M | -70.5% | +3.9% | -74.4% | -70.1% |
| 6M | -46.7% | +56.8% | -103.6% | -48.7% |
| YTD | -56.7% | -14.6% | -42.1% | -52.4% |
| 1Y | -71.8% | -5.2% | -66.6% | -70.0% |
| All | -83.7% | -14.7% | -69.0% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling