+45.4%
CEG vs ADVB
-88.3%
+133.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +4.9% |
| 7D | +8.0% | -3.8% | +11.8% | +8.1% |
| 30D | +12.9% | +17.6% | -4.6% | +12.5% |
| 3M | +13.2% | +119.1% | -106.0% | +11.4% |
| 6M | -7.0% | +103.4% | -110.4% | -8.4% |
| YTD | -15.0% | +59.8% | -74.8% | -16.0% |
| 1Y | -2.7% | +8.5% | -11.3% | -4.0% |
| All | +45.4% | -88.3% | +133.7% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling