-5.9%
CG vs ADVB
-95.9%
+90.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +42.7% | -47.0% | -4.4% |
| 7D | -1.5% | +74.2% | -75.7% | -1.9% |
| 30D | +5.7% | -35.9% | +41.5% | +6.2% |
| 3M | -17.9% | -56.4% | +38.6% | -17.2% |
| 6M | -20.2% | -36.7% | +16.5% | -20.8% |
| YTD | -32.0% | -43.3% | +11.3% | -32.8% |
| 1Y | -27.0% | -63.4% | +36.4% | -26.1% |
| All | -5.9% | -95.9% | +90.0% | +26.1% |
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