+0.6%
CCI vs ADVB
-74.4%
+74.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.7% |
| 3M | +17.9% | -67.8% | +85.7% | +16.0% |
| 6M | -0.5% | -66.9% | +66.4% | -1.9% |
| YTD | +2.7% | -64.9% | +67.6% | +0.8% |
| All | +0.6% | -74.4% | +74.9% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling