+147.5%
CRS vs ADVB
-88.8%
+236.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.3% | -3.4% |
| 7D | -3.1% | -14.0% | +10.9% | -2.7% |
| 30D | -19.6% | +41.0% | -60.6% | -20.3% |
| 3M | -8.1% | +127.9% | -136.0% | -11.6% |
| 6M | +18.6% | +101.3% | -82.8% | +12.7% |
| YTD | +45.9% | +53.8% | -7.9% | +40.5% |
| 1Y | +82.5% | +4.4% | +78.1% | +77.9% |
| All | +147.5% | -88.8% | +236.3% | +215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling