+13.9%
CPB vs ADVB
-67.7%
+81.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.5% | +10.3% | +0.5% |
| 7D | +11.6% | -28.0% | +39.6% | +10.8% |
| 30D | +23.3% | -70.2% | +93.5% | +20.6% |
| 3M | +1.6% | -76.1% | +77.7% | -0.7% |
| 6M | +13.9% | -72.3% | +86.2% | +12.8% |
| All | +13.9% | -67.7% | +81.6% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling