-58.3%
CSGP vs ADVB
-97.6%
+39.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.5% | +7.9% | -1.8% |
| 7D | +13.9% | -28.0% | +41.9% | +13.3% |
| 30D | +16.0% | -70.2% | +86.2% | +14.5% |
| 3M | +6.1% | -76.1% | +82.2% | +4.5% |
| 6M | -8.2% | -72.3% | +64.1% | -9.1% |
| YTD | -52.3% | -67.5% | +15.1% | -52.5% |
| 1Y | -54.5% | -78.6% | +24.1% | -54.1% |
| All | -58.3% | -97.6% | +39.3% | -52.2% |
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 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