+34.3%
CEG vs ADVB
-97.4%
+131.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.5% | +6.9% | +10.4% |
| 7D | +7.3% | -1.2% | +8.5% | +7.4% |
| 30D | -7.4% | -61.4% | +54.0% | -6.0% |
| 3M | +2.5% | -67.8% | +70.3% | +4.2% |
| 6M | -8.8% | -66.9% | +58.1% | -8.0% |
| YTD | -21.5% | -64.9% | +43.4% | -20.6% |
| 1Y | -22.5% | -74.8% | +52.2% | -21.4% |
| All | +34.3% | -97.4% | +131.7% | +54.9% |
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