+21.2%
CP vs ADVB
-97.4%
+118.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | +2.8% | -4.1% | +6.9% | +2.8% |
| 30D | +11.0% | -60.3% | +71.3% | +11.1% |
| 3M | +3.8% | -73.3% | +77.2% | +3.9% |
| 6M | +9.5% | -65.9% | +75.4% | +9.6% |
| YTD | +28.2% | -63.9% | +92.1% | +27.7% |
| 1Y | +33.0% | -74.1% | +107.1% | +33.4% |
| All | +21.2% | -97.4% | +118.5% | +36.7% |
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