+14.8%
CNH vs ADVB
-76.7%
+91.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.4% | -0.2% |
| 7D | +6.5% | -29.5% | +36.0% | +6.5% |
| 30D | -12.0% | -66.9% | +54.9% | -11.7% |
| 3M | +4.4% | -73.7% | +78.1% | +4.7% |
| 6M | +15.7% | -64.8% | +80.5% | +16.3% |
| YTD | +28.2% | -64.0% | +92.3% | +29.6% |
| 1Y | +14.8% | -77.0% | +91.8% | +23.2% |
| All | +14.8% | -76.7% | +91.5% | +23.2% |
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