+50.4%
CCL vs ADVB
-97.4%
+147.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.2% |
| 7D | +5.8% | -4.1% | +9.9% | +5.8% |
| 30D | +17.3% | -60.3% | +77.5% | +16.7% |
| 3M | +11.3% | -73.3% | +84.7% | +10.6% |
| 6M | +18.5% | -65.9% | +84.4% | +16.9% |
| YTD | +2.8% | -63.9% | +66.7% | +1.7% |
| 1Y | +16.7% | -74.1% | +90.9% | +17.3% |
| All | +50.4% | -97.4% | +147.8% | +87.5% |
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