+132.2%
CVE vs ADVB
-97.4%
+229.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.5% | -3.1% | -7.6% |
| 7D | -12.1% | -29.5% | +17.5% | -11.6% |
| 30D | -9.8% | -66.9% | +57.1% | -8.0% |
| 3M | -0.7% | -73.7% | +73.0% | +1.4% |
| 6M | -4.3% | -64.8% | +60.4% | -3.3% |
| YTD | +70.6% | -64.0% | +134.6% | +70.9% |
| 1Y | +73.2% | -77.0% | +150.1% | +76.5% |
| All | +132.2% | -97.4% | +229.6% | +191.6% |
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 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