+2.0%
CMS vs ADVB
-95.9%
+97.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +42.7% | -43.2% | -0.6% |
| 7D | -1.3% | +74.2% | -75.5% | -1.4% |
| 30D | +5.3% | -35.9% | +41.1% | +5.5% |
| 3M | -0.3% | -56.4% | +56.1% | +0.1% |
| 6M | -4.0% | -36.7% | +32.7% | -4.0% |
| YTD | +2.1% | -43.3% | +45.5% | +1.9% |
| 1Y | -4.7% | -63.4% | +58.7% | -4.5% |
| All | +2.0% | -95.9% | +97.8% | +7.6% |
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