+64.9%
CRS vs ADVB
-97.4%
+162.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.5% | +6.2% | +9.6% |
| 7D | +4.9% | -1.2% | +6.2% | +5.0% |
| 30D | -20.8% | -61.4% | +40.6% | -18.9% |
| 3M | -46.4% | -67.8% | +21.4% | -45.0% |
| 6M | -28.6% | -66.9% | +38.3% | -27.6% |
| YTD | -2.8% | -64.9% | +62.1% | -2.9% |
| 1Y | -6.7% | -74.8% | +68.0% | -4.9% |
| All | +64.9% | -97.4% | +162.3% | +117.9% |
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