+1.7%
CCI vs ADVB
-97.5%
+99.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.6% |
| 7D | -0.1% | -13.9% | +13.8% | -0.2% |
| 30D | +28.4% | -68.1% | +96.5% | +27.7% |
| 3M | +20.0% | -73.4% | +93.4% | +19.4% |
| 6M | +0.8% | -70.8% | +71.6% | -0.2% |
| YTD | +3.6% | -66.1% | +69.7% | +2.0% |
| 1Y | +6.1% | -77.5% | +83.6% | +5.4% |
| All | +1.7% | -97.5% | +99.2% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling