+60.9%
CF vs ADVB
-97.5%
+158.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.6% |
| 7D | -3.2% | -13.9% | +10.7% | -2.9% |
| 30D | +4.3% | -68.1% | +72.4% | +7.2% |
| 3M | +2.8% | -73.4% | +76.2% | +5.9% |
| 6M | +0.6% | -70.8% | +71.4% | +2.3% |
| YTD | +56.6% | -66.1% | +122.7% | +57.3% |
| 1Y | +49.6% | -77.5% | +127.1% | +51.6% |
| All | +60.9% | -97.5% | +158.5% | +87.2% |
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