-10.5%
CF vs ADVB
-65.8%
+55.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.2% | -4.3% |
| 7D | -6.9% | -29.5% | +22.7% | -6.1% |
| 30D | -3.7% | -66.9% | +63.1% | -1.0% |
| 3M | -5.0% | -73.7% | +68.8% | -2.0% |
| 6M | -10.5% | -64.8% | +54.3% | -9.7% |
| All | -10.5% | -65.8% | +55.3% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling