+16.5%
CEG vs ADVB
-97.6%
+114.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.5% | +7.1% | -2.3% |
| 7D | -9.4% | -28.0% | +18.6% | -8.9% |
| 30D | -20.2% | -70.2% | +50.0% | -18.7% |
| 3M | -9.5% | -76.1% | +66.6% | -7.5% |
| 6M | -25.0% | -72.3% | +47.3% | -24.2% |
| YTD | -31.9% | -67.5% | +35.6% | -31.0% |
| 1Y | -33.7% | -78.6% | +44.9% | -32.4% |
| All | +16.5% | -97.6% | +114.2% | +34.7% |
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