+8.2%
CME vs ADVB
-67.7%
+75.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.5% | +9.2% | -0.2% |
| 7D | +3.7% | -28.0% | +31.7% | +4.2% |
| 30D | +13.7% | -70.2% | +83.9% | +16.6% |
| 3M | +16.6% | -76.1% | +92.7% | +20.0% |
| 6M | +8.2% | -72.3% | +80.5% | +7.8% |
| All | +8.2% | -67.7% | +75.9% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling