-87.2%
ADVB vs CAI
-6.6%
-80.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +4.3% |
| 7D | -13.9% | -26.5% | +12.6% | -12.9% |
| 30D | -68.1% | -6.9% | -61.2% | -67.6% |
| 3M | -73.4% | +26.1% | -99.5% | -73.1% |
| 6M | -70.8% | +31.9% | -102.7% | -70.0% |
| YTD | -66.1% | -6.5% | -59.6% | -62.9% |
| 1Y | -77.5% | +2.5% | -80.0% | -76.1% |
| All | -87.2% | -6.6% | -80.7% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling