+69.4%
CVE vs ADVB
-79.1%
+148.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.5% | +6.8% | -2.6% |
| 7D | -14.1% | -28.0% | +14.0% | -13.8% |
| 30D | -11.6% | -70.2% | +58.6% | -10.5% |
| 3M | 0.0% | -76.1% | +76.1% | +1.3% |
| 6M | -8.4% | -72.3% | +63.9% | -6.6% |
| YTD | +65.9% | -67.5% | +133.4% | +66.6% |
| 1Y | +69.4% | -78.6% | +148.0% | +74.6% |
| All | +69.4% | -79.1% | +148.5% | +74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling