+9.3%
CME vs ADVB
+5.8%
+3.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -1.6% | -3.8% | +2.2% | -1.5% |
| 30D | +6.2% | +17.6% | -11.3% | +5.7% |
| 3M | +10.4% | +119.1% | -108.7% | +8.0% |
| 6M | -9.5% | +103.4% | -112.9% | -11.5% |
| YTD | +6.0% | +59.8% | -53.8% | +3.9% |
| 1Y | +9.3% | +8.5% | +0.7% | +7.4% |
| All | +9.3% | +5.8% | +3.4% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling