-24.0%
CG vs ADVB
-72.7%
+48.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -23.6% | +24.6% | +0.7% |
| 7D | +0.2% | +27.8% | -27.6% | +0.6% |
| 30D | +11.2% | -50.8% | +62.0% | +10.9% |
| 3M | -22.1% | -70.5% | +48.4% | -22.6% |
| 6M | -17.9% | -46.7% | +28.8% | -17.4% |
| YTD | -31.3% | -56.7% | +25.4% | -29.6% |
| 1Y | -24.0% | -71.8% | +47.8% | -19.8% |
| All | -24.0% | -72.7% | +48.7% | -19.8% |
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