+31.9%
CME vs ADVB
-96.8%
+128.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.6% | +24.3% | +1.0% |
| 7D | +3.9% | +27.8% | -23.8% | +3.6% |
| 30D | +11.3% | -50.8% | +62.1% | +12.0% |
| 3M | +19.6% | -70.5% | +90.1% | +21.0% |
| 6M | +8.1% | -46.7% | +54.8% | +8.6% |
| YTD | +20.4% | -56.7% | +77.1% | +21.1% |
| 1Y | +16.5% | -71.8% | +88.3% | +17.0% |
| All | +31.9% | -96.8% | +128.7% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling