+62.1%
CFG vs ADVB
-95.9%
+158.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +42.7% | -43.5% | -1.2% |
| 7D | +1.6% | +74.2% | -72.6% | +0.9% |
| 30D | +3.3% | -35.9% | +39.1% | +3.7% |
| 3M | -11.5% | -56.4% | +44.9% | -10.9% |
| 6M | +6.2% | -36.7% | +42.9% | +4.9% |
| YTD | +14.3% | -43.3% | +57.6% | +12.5% |
| 1Y | +26.7% | -63.4% | +90.1% | +26.9% |
| All | +62.1% | -95.9% | +158.0% | +86.6% |
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