-24.7%
CPB vs ADVB
-61.6%
+36.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +42.7% | -43.7% | +0.3% |
| 7D | -5.8% | +74.2% | -80.0% | -3.9% |
| 30D | +16.5% | -35.9% | +52.3% | +15.9% |
| 3M | -1.1% | -56.4% | +55.3% | -2.4% |
| 6M | +11.5% | -36.7% | +48.2% | +12.2% |
| YTD | -15.7% | -43.3% | +27.6% | -12.7% |
| 1Y | -24.7% | -63.4% | +38.7% | -24.8% |
| All | -24.7% | -61.6% | +36.9% | -24.8% |
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