+57.5%
CRS vs ADVB
-96.8%
+154.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.6% | +20.9% | -2.0% |
| 7D | +4.8% | +27.8% | -23.0% | +3.7% |
| 30D | -23.2% | -50.8% | +27.6% | -22.0% |
| 3M | -45.5% | -70.5% | +25.0% | -44.1% |
| 6M | -33.1% | -46.7% | +13.6% | -33.5% |
| YTD | -7.2% | -56.7% | +49.5% | -8.1% |
| 1Y | -10.0% | -71.8% | +61.7% | -8.5% |
| All | +57.5% | -96.8% | +154.3% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling