+199.4%
CDE vs ADVB
-97.4%
+296.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +6.4% |
| 7D | +23.5% | -1.2% | +24.7% | +23.5% |
| 30D | -4.0% | -61.4% | +57.4% | -6.0% |
| 3M | -5.4% | -67.8% | +62.4% | -7.7% |
| 6M | -11.3% | -66.9% | +55.6% | -12.3% |
| YTD | -7.6% | -64.9% | +57.3% | -7.4% |
| 1Y | +12.1% | -74.8% | +86.9% | +9.1% |
| All | +199.4% | -97.4% | +296.9% | +196.3% |
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 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