-8.1%
CI vs ADVB
-88.3%
+80.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | +1.3% | -3.8% | +5.1% | +1.3% |
| 30D | +4.4% | +17.6% | -13.1% | +4.9% |
| 3M | +0.7% | +119.1% | -118.5% | +2.9% |
| 6M | +0.3% | +103.4% | -103.0% | +3.1% |
| YTD | +3.8% | +59.8% | -56.0% | +6.3% |
| 1Y | -5.5% | +8.5% | -14.0% | -4.3% |
| All | -8.1% | -88.3% | +80.3% | -5.7% |
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