+12.4%
CTAS vs ADVB
-97.5%
+109.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.8% |
| 7D | +1.2% | -13.9% | +15.1% | +1.0% |
| 30D | +12.8% | -68.1% | +80.9% | +12.1% |
| 3M | +10.3% | -73.4% | +83.7% | +9.5% |
| 6M | +32.0% | -70.8% | +102.8% | +31.9% |
| YTD | +19.1% | -66.1% | +85.2% | +19.1% |
| 1Y | +21.5% | -77.5% | +99.0% | +21.8% |
| All | +12.4% | -97.5% | +109.9% | +20.8% |
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