+27.4%
CME vs ADVB
-97.6%
+125.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.5% | +9.2% | -0.3% |
| 7D | +3.7% | -28.0% | +31.7% | +3.9% |
| 30D | +13.7% | -70.2% | +83.9% | +15.1% |
| 3M | +16.6% | -76.1% | +92.7% | +18.2% |
| 6M | +8.2% | -72.3% | +80.5% | +9.0% |
| YTD | +16.3% | -67.5% | +83.8% | +17.4% |
| 1Y | +19.1% | -78.6% | +97.6% | +20.0% |
| All | +27.4% | -97.6% | +125.1% | +24.5% |
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