+36.3%
CEG vs ADVB
-96.8%
+133.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.6% | +22.8% | -0.2% |
| 7D | +12.1% | +27.8% | -15.7% | +11.3% |
| 30D | +0.2% | -50.8% | +51.0% | +1.0% |
| 3M | +0.7% | -70.5% | +71.2% | +2.2% |
| 6M | +2.2% | -46.7% | +49.0% | +2.4% |
| YTD | -20.3% | -56.7% | +36.3% | -20.0% |
| 1Y | -16.1% | -71.8% | +55.7% | -15.2% |
| All | +36.3% | -96.8% | +133.1% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling