+2.4%
CMS vs ADVB
-97.4%
+99.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.5% |
| 7D | -0.9% | -1.2% | +0.3% | -0.9% |
| 30D | +7.1% | -61.4% | +68.5% | +7.4% |
| 3M | -1.3% | -67.8% | +66.5% | -0.9% |
| 6M | -2.7% | -66.9% | +64.2% | -2.3% |
| YTD | +2.6% | -64.9% | +67.5% | +2.5% |
| 1Y | -2.0% | -74.8% | +72.8% | -1.8% |
| All | +2.4% | -97.4% | +99.9% | +8.2% |
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