-33.6%
CAG vs ADVB
-88.3%
+54.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -3.8% | -3.8% | 0.0% | -3.8% |
| 30D | +3.1% | +17.6% | -14.4% | +3.1% |
| 3M | +23.5% | +119.1% | -95.7% | +21.9% |
| 6M | -14.8% | +103.4% | -118.2% | -16.1% |
| YTD | -5.4% | +59.8% | -65.3% | -6.5% |
| 1Y | -11.8% | +8.5% | -20.3% | -12.3% |
| All | -33.6% | -88.3% | +54.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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