-6.5%
CRS vs ADVB
-74.4%
+67.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.5% | +6.2% | +9.7% |
| 7D | +4.9% | -1.2% | +6.2% | +5.0% |
| 30D | -20.8% | -61.4% | +40.6% | -19.8% |
| 3M | -46.4% | -67.8% | +21.4% | -45.6% |
| 6M | -28.6% | -66.9% | +38.3% | -27.0% |
| YTD | -2.8% | -64.9% | +62.1% | -0.8% |
| All | -6.5% | -74.4% | +67.8% | -2.1% |
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