+65.0%
CMI vs ADVB
-89.4%
+154.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -1.2% |
| 7D | +0.7% | -13.0% | +13.7% | +0.8% |
| 30D | -12.3% | +7.5% | -19.7% | -12.4% |
| 3M | -16.8% | +129.1% | -145.9% | -18.8% |
| 6M | +1.5% | +71.7% | -70.2% | -1.2% |
| YTD | +9.8% | +45.5% | -35.8% | +7.3% |
| 1Y | +42.6% | -2.7% | +45.3% | +40.6% |
| All | +65.0% | -89.4% | +154.4% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling