+0.4%
CMS vs ADVB
-76.7%
+77.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +1.4% |
| 7D | +4.1% | -29.5% | +33.6% | +4.0% |
| 30D | +10.9% | -66.9% | +77.7% | +11.0% |
| 3M | -0.2% | -73.7% | +73.5% | 0.0% |
| 6M | -4.7% | -64.8% | +60.0% | -4.2% |
| YTD | +3.9% | -64.0% | +67.9% | +3.8% |
| 1Y | +0.4% | -77.0% | +77.3% | 0.0% |
| All | +0.4% | -76.7% | +77.0% | 0.0% |
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