+50.8%
CDE vs ADVB
+5.8%
+45.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | +0.5% | -3.8% | +4.3% | +0.5% |
| 30D | +21.9% | +17.6% | +4.3% | +22.2% |
| 3M | +14.9% | +119.1% | -104.2% | +17.2% |
| 6M | -10.5% | +103.4% | -113.9% | -8.7% |
| YTD | +19.3% | +59.8% | -40.6% | +20.4% |
| 1Y | +50.8% | +8.5% | +42.3% | +54.2% |
| All | +50.8% | +5.8% | +45.0% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling