+3.7%
CNH vs ADVB
-97.4%
+101.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.5% | +7.4% | +10.9% |
| 7D | +8.6% | -1.2% | +9.8% | +8.6% |
| 30D | +12.6% | -61.4% | +73.9% | +13.4% |
| 3M | +17.5% | -67.8% | +85.3% | +18.4% |
| 6M | +18.1% | -66.9% | +85.0% | +18.5% |
| YTD | +40.4% | -64.9% | +105.3% | +40.1% |
| 1Y | +34.0% | -74.8% | +108.7% | +35.0% |
| All | +3.7% | -97.4% | +101.2% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling