+26.2%
CNI vs ADVB
-97.5%
+123.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -1.9% |
| 7D | +0.3% | -13.9% | +14.2% | +0.3% |
| 30D | +7.2% | -68.1% | +75.3% | +7.1% |
| 3M | -1.3% | -73.4% | +72.1% | -1.4% |
| 6M | +11.8% | -70.8% | +82.6% | +12.1% |
| YTD | +27.7% | -66.1% | +93.8% | +27.8% |
| 1Y | +33.5% | -77.5% | +111.0% | +33.8% |
| All | +26.2% | -97.5% | +123.7% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling