+282.2%
CDE vs ADVB
-89.4%
+371.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +7.0% | +1.5% |
| 7D | -2.0% | -13.0% | +11.0% | -2.3% |
| 30D | +15.7% | +7.5% | +8.2% | +16.0% |
| 3M | +30.5% | +129.1% | -98.6% | +36.6% |
| 6M | -7.4% | +71.7% | -79.1% | -3.6% |
| YTD | +17.9% | +45.5% | -27.6% | +22.1% |
| 1Y | +46.7% | -2.7% | +49.5% | +49.1% |
| All | +282.2% | -89.4% | +371.6% | +290.9% |
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