+21.1%
CP vs ADVB
-97.6%
+118.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.5% | +8.8% | -0.7% |
| 7D | +6.1% | -28.0% | +34.1% | +6.1% |
| 30D | +9.8% | -70.2% | +80.0% | +9.8% |
| 3M | +2.7% | -76.1% | +78.8% | +2.8% |
| 6M | +12.8% | -72.3% | +85.1% | +13.1% |
| YTD | +28.2% | -67.5% | +95.6% | +27.7% |
| 1Y | +34.1% | -78.6% | +112.7% | +34.8% |
| All | +21.1% | -97.6% | +118.8% | +36.6% |
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