-57.6%
CSGP vs ADVB
-97.4%
+39.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.6% | +3.9% |
| 7D | +18.3% | -29.5% | +47.8% | +17.8% |
| 30D | +17.8% | -66.9% | +84.7% | +16.4% |
| 3M | +9.3% | -73.7% | +83.0% | +7.8% |
| 6M | -7.9% | -64.8% | +56.9% | -8.6% |
| YTD | -51.5% | -64.0% | +12.5% | -51.6% |
| 1Y | -53.3% | -77.0% | +23.7% | -52.8% |
| All | -57.6% | -97.4% | +39.8% | -51.3% |
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