-3.6%
CNH vs ADVB
-96.8%
+93.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.6% | +23.1% | -0.4% |
| 7D | +3.0% | +27.8% | -24.8% | +2.8% |
| 30D | -0.6% | -50.8% | +50.2% | -0.1% |
| 3M | +14.6% | -70.5% | +85.1% | +15.6% |
| 6M | +11.8% | -46.7% | +58.5% | +11.3% |
| YTD | +30.4% | -56.7% | +87.1% | +29.8% |
| 1Y | +19.1% | -71.8% | +90.8% | +20.0% |
| All | -3.6% | -96.8% | +93.2% | +13.1% |
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