+50.8%
CCL vs ADVB
-97.4%
+148.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +4.2% |
| 7D | +3.1% | -1.2% | +4.3% | +3.0% |
| 30D | +17.5% | -61.4% | +78.9% | +16.9% |
| 3M | +6.8% | -67.8% | +74.6% | +6.2% |
| 6M | +18.7% | -66.9% | +85.6% | +17.1% |
| YTD | +3.0% | -64.9% | +67.9% | +1.9% |
| 1Y | +17.7% | -74.8% | +92.5% | +18.3% |
| All | +50.8% | -97.4% | +148.2% | +87.8% |
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