+11.7%
CMI vs ADVB
-76.7%
+88.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.5% | -1.2% | -5.8% |
| 7D | -11.2% | -29.5% | +18.3% | -11.2% |
| 30D | -9.8% | -66.9% | +57.0% | -10.1% |
| 3M | -25.5% | -73.7% | +48.2% | -25.7% |
| 6M | -27.7% | -64.8% | +37.1% | -27.4% |
| YTD | -6.6% | -64.0% | +57.4% | -6.2% |
| 1Y | +11.7% | -77.0% | +88.6% | +14.8% |
| All | +11.7% | -76.7% | +88.3% | +14.8% |
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