+1.1%
CMS vs ADVB
-97.5%
+98.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.1% |
| 7D | -1.3% | -13.9% | +12.6% | -1.3% |
| 30D | +6.3% | -68.1% | +74.4% | +6.8% |
| 3M | -2.1% | -73.4% | +71.3% | -1.6% |
| 6M | -5.1% | -70.8% | +65.7% | -4.7% |
| YTD | +1.3% | -66.1% | +67.3% | +1.1% |
| 1Y | -1.4% | -77.5% | +76.1% | -1.1% |
| All | +1.1% | -97.5% | +98.6% | +6.8% |
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 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