+37.3%
CEG vs ADVB
-95.9%
+133.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +42.7% | -39.9% | +1.8% |
| 7D | +17.8% | +74.2% | -56.4% | +16.2% |
| 30D | -4.5% | -35.9% | +31.3% | -4.3% |
| 3M | +1.5% | -56.4% | +57.9% | +2.2% |
| 6M | -3.5% | -36.7% | +33.2% | -3.9% |
| YTD | -19.7% | -43.3% | +23.6% | -19.8% |
| 1Y | -19.8% | -63.4% | +43.6% | -19.4% |
| All | +37.3% | -95.9% | +133.2% | +56.5% |
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