+12.3%
CG vs ADVB
-88.3%
+100.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -4.3% | -3.8% | -0.6% | -4.3% |
| 30D | -5.1% | +17.6% | -22.7% | -5.3% |
| 3M | +8.7% | +119.1% | -110.5% | +6.1% |
| 6M | -9.2% | +103.4% | -112.6% | -12.3% |
| YTD | -18.9% | +59.8% | -78.7% | -20.7% |
| 1Y | -25.6% | +8.5% | -34.2% | -26.4% |
| All | +12.3% | -88.3% | +100.6% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling