+33.7%
CFG vs ADVB
-76.7%
+110.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +2.4% |
| 7D | +1.8% | -29.5% | +31.3% | +1.8% |
| 30D | +3.3% | -66.9% | +70.2% | +3.4% |
| 3M | -9.8% | -73.7% | +63.9% | -9.7% |
| 6M | +5.2% | -64.8% | +70.0% | +5.0% |
| YTD | +16.1% | -64.0% | +80.1% | +16.8% |
| 1Y | +33.7% | -77.0% | +110.6% | +38.3% |
| All | +33.7% | -76.7% | +110.3% | +38.3% |
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