+22.1%
CNH vs ADVB
-73.1%
+95.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.0% | -8.1% | +1.9% |
| 7D | +6.7% | +10.5% | -3.8% | +6.6% |
| 30D | +7.2% | -56.0% | +63.2% | +7.2% |
| 3M | +17.5% | -70.1% | +87.6% | +17.3% |
| 6M | +15.0% | -53.7% | +68.6% | +15.6% |
| YTD | +36.8% | -60.3% | +97.0% | +38.5% |
| All | +22.1% | -73.1% | +95.2% | +27.1% |
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 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