-97.3%
ADVB vs CLBK
+58.9%
-156.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | -13.9% | +0.6% | -14.5% | -14.2% |
| 30D | -68.1% | +2.9% | -71.0% | -68.5% |
| 3M | -73.4% | +3.0% | -76.3% | -73.9% |
| 6M | -70.8% | +27.3% | -98.1% | -73.2% |
| YTD | -66.1% | +58.0% | -124.1% | -71.6% |
| 1Y | -77.5% | +62.4% | -139.9% | -81.5% |
| All | -97.3% | +58.9% | -156.2% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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