-19.2%
CPB vs ADVB
-77.7%
+58.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -1.1% |
| 7D | +8.0% | -13.9% | +21.9% | +7.6% |
| 30D | +22.4% | -68.1% | +90.5% | +18.9% |
| 3M | +2.5% | -73.4% | +75.9% | -0.5% |
| 6M | +12.2% | -70.8% | +83.0% | +9.9% |
| YTD | -12.8% | -66.1% | +53.3% | -11.4% |
| 1Y | -19.2% | -77.5% | +58.3% | -19.5% |
| All | -19.2% | -77.7% | +58.5% | -19.5% |
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