+3.3%
CMS vs ADVB
-97.6%
+100.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.5% | +9.1% | -0.4% |
| 7D | +1.7% | -28.0% | +29.7% | +1.7% |
| 30D | +8.6% | -70.2% | +78.8% | +9.1% |
| 3M | -0.5% | -76.1% | +75.6% | +0.1% |
| 6M | -4.2% | -72.3% | +68.1% | -3.7% |
| YTD | +3.4% | -67.5% | +70.9% | +3.3% |
| 1Y | +0.4% | -78.6% | +79.0% | +0.8% |
| All | +3.3% | -97.6% | +100.9% | +9.1% |
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