+14.4%
CTAS vs ADVB
-97.6%
+112.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.5% | +8.4% | -1.2% |
| 7D | +3.8% | -28.0% | +31.9% | +3.6% |
| 30D | +15.5% | -70.2% | +85.8% | +14.8% |
| 3M | +12.7% | -76.1% | +88.8% | +11.9% |
| 6M | +34.5% | -72.3% | +106.8% | +34.3% |
| YTD | +21.3% | -67.5% | +88.8% | +21.3% |
| 1Y | +23.1% | -78.6% | +101.6% | +23.3% |
| All | +14.4% | -97.6% | +112.1% | +23.0% |
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