-30.6%
CMG vs ADVB
-97.4%
+66.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +3.9% |
| 7D | +8.6% | -1.2% | +9.8% | +8.6% |
| 30D | +13.1% | -61.4% | +74.5% | +11.4% |
| 3M | +9.0% | -67.8% | +76.8% | +7.1% |
| 6M | +10.0% | -66.9% | +76.9% | +8.5% |
| YTD | -3.4% | -64.9% | +61.5% | -4.4% |
| 1Y | +16.8% | -74.8% | +91.6% | +16.1% |
| All | -30.6% | -97.4% | +66.9% | -19.5% |
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