-22.8%
CRM vs ADVB
-96.8%
+74.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.7% | +0.1% |
| 7D | +2.0% | +27.8% | -25.8% | +1.9% |
| 30D | -7.7% | -50.8% | +43.1% | -7.7% |
| 3M | +8.4% | -70.5% | +78.9% | +8.3% |
| 6M | +31.9% | -46.7% | +78.7% | +29.4% |
| YTD | -17.2% | -56.7% | +39.5% | -18.6% |
| 1Y | -8.6% | -71.8% | +63.1% | -9.4% |
| All | -22.8% | -96.8% | +74.0% | -13.6% |
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