-10.0%
CRM vs ADVB
-76.7%
+66.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.8% | +2.2% |
| 7D | -6.2% | -29.5% | +23.3% | -6.4% |
| 30D | -1.2% | -66.9% | +65.7% | -1.9% |
| 3M | +19.1% | -73.7% | +92.8% | +18.0% |
| 6M | +23.0% | -64.8% | +87.7% | +19.7% |
| YTD | -13.7% | -64.0% | +50.4% | -13.8% |
| 1Y | -10.0% | -77.0% | +67.0% | -8.2% |
| All | -10.0% | -76.7% | +66.7% | -8.2% |
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