-24.0%
CDE vs ADVB
-60.4%
+36.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.0% | -11.7% | -1.8% |
| 7D | +3.1% | +10.5% | -7.4% | +2.9% |
| 30D | -10.3% | -56.0% | +45.7% | -9.7% |
| 3M | -19.1% | -70.1% | +51.0% | -18.5% |
| 6M | -24.0% | -53.7% | +29.7% | -28.1% |
| All | -24.0% | -60.4% | +36.4% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling