+13.9%
CTAS vs ADVB
-97.4%
+111.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +1.0% |
| 7D | +0.7% | -4.1% | +4.8% | +0.7% |
| 30D | +11.3% | -60.3% | +71.6% | +10.7% |
| 3M | +11.4% | -73.3% | +84.7% | +10.7% |
| 6M | +35.6% | -65.9% | +101.6% | +35.6% |
| YTD | +20.7% | -63.9% | +84.6% | +20.8% |
| 1Y | +22.8% | -74.1% | +97.0% | +23.1% |
| All | +13.9% | -97.4% | +111.2% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling