+75.5%
CFG vs ADVB
-88.3%
+163.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.5% | -3.8% | +5.3% | +1.6% |
| 30D | -3.8% | +17.6% | -21.4% | -4.1% |
| 3M | +11.5% | +119.1% | -107.6% | +8.4% |
| 6M | +19.2% | +103.4% | -84.2% | +15.3% |
| YTD | +23.7% | +59.8% | -36.1% | +20.6% |
| 1Y | +38.8% | +8.5% | +30.3% | +36.2% |
| All | +75.5% | -88.3% | +163.9% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling