-6.5%
CNH vs ADVB
-97.5%
+91.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.5% | +2.7% |
| 7D | -1.7% | -13.9% | +12.2% | -1.6% |
| 30D | -7.2% | -68.1% | +60.9% | -6.4% |
| 3M | +6.5% | -73.4% | +79.9% | +7.6% |
| 6M | +7.9% | -70.8% | +78.7% | +8.5% |
| YTD | +26.6% | -66.1% | +92.7% | +26.3% |
| 1Y | +13.8% | -77.5% | +91.3% | +14.9% |
| All | -6.5% | -97.5% | +91.1% | +10.0% |
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