-39.8%
ADVB vs CAI
-7.1%
-32.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -3.8% | -2.2% | -1.6% | -3.7% |
| 30D | +17.6% | +52.4% | -34.8% | +15.6% |
| 3M | +119.1% | +45.1% | +74.1% | +117.0% |
| 6M | +103.4% | +26.2% | +77.1% | +106.8% |
| YTD | +59.8% | -7.1% | +66.9% | +72.9% |
| 1Y | +8.5% | -31.0% | +39.6% | +25.4% |
| All | -39.8% | -7.1% | -32.6% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling