-59.8%
CSGP vs ADVB
-88.3%
+28.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | -4.1% | -3.8% | -0.3% | -4.1% |
| 30D | +2.3% | +17.6% | -15.3% | +2.5% |
| 3M | -8.2% | +119.1% | -127.3% | -7.6% |
| 6M | -35.1% | +103.4% | -138.4% | -34.6% |
| YTD | -54.0% | +59.8% | -113.9% | -53.4% |
| 1Y | -65.3% | +8.5% | -73.9% | -64.7% |
| All | -59.8% | -88.3% | +28.5% | -53.2% |
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