+42.3%
CF vs ADVB
-79.1%
+121.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.5% | +15.7% | +6.4% |
| 7D | +0.4% | -28.0% | +28.4% | +1.2% |
| 30D | +2.2% | -70.2% | +72.4% | +5.3% |
| 3M | +2.1% | -76.1% | +78.2% | +5.5% |
| 6M | -6.5% | -72.3% | +65.8% | -4.3% |
| YTD | +55.6% | -67.5% | +123.0% | +56.1% |
| 1Y | +42.3% | -78.6% | +120.9% | +44.4% |
| All | +42.3% | -79.1% | +121.4% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling