+43.0%
CCL vs ADVB
-96.8%
+139.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.6% | +23.2% | -0.6% |
| 7D | -1.2% | +27.8% | -29.0% | -0.9% |
| 30D | +13.1% | -50.8% | +63.9% | +12.9% |
| 3M | +3.4% | -70.5% | +73.9% | +2.9% |
| 6M | +18.7% | -46.7% | +65.4% | +17.1% |
| YTD | -2.3% | -56.7% | +54.4% | -3.0% |
| 1Y | +14.2% | -71.8% | +86.0% | +15.8% |
| All | +43.0% | -96.8% | +139.9% | +78.8% |
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