+45.6%
CVS vs ADVB
-97.1%
+142.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +0.6% |
| 7D | +12.0% | +10.5% | +1.5% | +12.0% |
| 30D | +2.8% | -56.0% | +58.8% | +2.5% |
| 3M | -3.6% | -70.1% | +66.6% | -3.9% |
| 6M | -1.6% | -53.7% | +52.1% | -1.6% |
| YTD | +16.3% | -60.3% | +76.5% | +15.3% |
| 1Y | +15.5% | -73.1% | +88.7% | +13.3% |
| All | +45.6% | -97.1% | +142.7% | +30.3% |
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