+79.8%
CF vs ADVB
-88.3%
+168.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | +6.0% | -3.8% | +9.8% | +6.1% |
| 30D | +14.8% | +17.6% | -2.7% | +14.1% |
| 3M | +14.1% | +119.1% | -105.1% | +10.7% |
| 6M | +28.5% | +103.4% | -74.8% | +23.9% |
| YTD | +74.9% | +59.8% | +15.1% | +69.2% |
| 1Y | +61.7% | +8.5% | +53.1% | +56.5% |
| All | +79.8% | -88.3% | +168.1% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling