+26.3%
CME vs ADVB
-97.4%
+123.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -0.5% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | +8.5% | -61.4% | +69.9% | +9.5% |
| 3M | +16.0% | -67.8% | +83.9% | +17.3% |
| 6M | +9.3% | -66.9% | +76.2% | +10.1% |
| YTD | +15.3% | -64.9% | +80.2% | +16.3% |
| 1Y | +14.4% | -74.8% | +89.2% | +15.3% |
| All | +26.3% | -97.4% | +123.8% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling