-13.6%
CRM vs ADVB
-89.4%
+75.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.4% | -2.0% |
| 7D | -5.0% | -13.0% | +8.0% | -5.0% |
| 30D | +23.6% | +7.5% | +16.2% | +23.7% |
| 3M | +39.6% | +129.1% | -89.5% | +37.0% |
| 6M | +23.4% | +71.7% | -48.3% | +20.8% |
| YTD | -7.4% | +45.5% | -52.9% | -8.8% |
| 1Y | -2.3% | -2.7% | +0.4% | -3.6% |
| All | -13.6% | -89.4% | +75.7% | -3.2% |
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 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