+34.6%
CP vs ADVB
-77.7%
+112.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -1.7% |
| 7D | +2.8% | -13.9% | +16.7% | +2.6% |
| 30D | +10.2% | -68.1% | +78.3% | +9.1% |
| 3M | +2.4% | -73.4% | +75.7% | +1.2% |
| 6M | +7.7% | -70.8% | +78.5% | +8.2% |
| YTD | +26.0% | -66.1% | +92.1% | +26.0% |
| 1Y | +34.6% | -77.5% | +112.1% | +34.8% |
| All | +34.6% | -77.7% | +112.3% | +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 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