+32.2%
CTVA vs ADVB
-97.5%
+129.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.2% |
| 7D | +2.2% | -13.9% | +16.1% | +2.4% |
| 30D | -17.6% | -68.1% | +50.5% | -16.6% |
| 3M | +3.4% | -73.4% | +76.8% | +4.8% |
| 6M | -2.6% | -70.8% | +68.2% | -0.2% |
| YTD | +19.1% | -66.1% | +85.2% | +22.0% |
| 1Y | +26.8% | -77.5% | +104.3% | +28.8% |
| All | +32.2% | -97.5% | +129.7% | +38.7% |
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