+0.8%
CCI vs ADVB
-97.4%
+98.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -0.8% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +10.3% | -61.4% | +71.7% | +9.7% |
| 3M | +17.9% | -67.8% | +85.7% | +17.2% |
| 6M | -0.5% | -66.9% | +66.4% | -1.6% |
| YTD | +2.7% | -64.9% | +67.6% | +1.2% |
| 1Y | +3.1% | -74.8% | +77.9% | +2.3% |
| All | +0.8% | -97.4% | +98.3% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling