+26.9%
CME vs ADVB
-97.5%
+124.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.5% |
| 7D | +0.9% | -13.9% | +14.8% | +1.0% |
| 30D | +13.2% | -68.1% | +81.3% | +14.5% |
| 3M | +16.3% | -73.4% | +89.7% | +17.7% |
| 6M | +7.1% | -70.8% | +77.9% | +7.9% |
| YTD | +15.8% | -66.1% | +81.9% | +16.8% |
| 1Y | +17.1% | -77.5% | +94.6% | +17.9% |
| All | +26.9% | -97.5% | +124.4% | +23.9% |
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 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