+134.0%
CNC vs ADVB
+5.8%
+128.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.5% |
| 7D | +3.5% | -3.8% | +7.3% | +3.5% |
| 30D | +0.1% | +17.6% | -17.5% | +0.4% |
| 3M | +6.9% | +119.1% | -112.2% | +7.4% |
| 6M | +49.0% | +103.4% | -54.4% | +47.9% |
| YTD | +62.9% | +59.8% | +3.1% | +62.1% |
| 1Y | +134.0% | +8.5% | +125.5% | +130.7% |
| All | +134.0% | +5.8% | +128.2% | +130.7% |
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