+123.9%
CNC vs ADVB
+10.9%
+113.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -3.7% |
| 7D | -1.0% | -14.0% | +13.0% | -1.2% |
| 30D | -1.8% | +41.0% | -42.8% | -1.2% |
| 3M | -0.7% | +127.9% | -128.6% | -0.4% |
| 6M | +47.9% | +101.3% | -53.4% | +46.5% |
| YTD | +56.9% | +53.8% | +3.2% | +56.1% |
| 1Y | +123.9% | +4.4% | +119.5% | +120.9% |
| All | +123.9% | +10.9% | +113.1% | +120.9% |
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