+44.1%
CCL vs ADVB
-97.6%
+141.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.5% | +4.0% | -5.6% |
| 7D | +2.6% | -28.0% | +30.6% | +2.4% |
| 30D | +11.3% | -70.2% | +81.5% | +10.6% |
| 3M | +0.3% | -76.1% | +76.3% | -0.4% |
| 6M | +16.1% | -72.3% | +88.4% | +14.6% |
| YTD | -1.6% | -67.5% | +65.9% | -2.7% |
| 1Y | +11.8% | -78.6% | +90.3% | +12.8% |
| All | +44.1% | -97.6% | +141.7% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling