-95.5%
ADVB vs CLBK
+61.2%
-156.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -1.1% | +43.8% | +43.1% |
| 7D | +74.2% | +2.5% | +71.8% | +72.1% |
| 30D | -35.9% | +3.7% | -39.5% | -37.1% |
| 3M | -56.4% | -3.3% | -53.2% | -55.9% |
| 6M | -36.7% | +29.6% | -66.4% | -42.4% |
| YTD | -43.3% | +60.3% | -103.6% | -52.9% |
| 1Y | -63.4% | +63.4% | -126.8% | -70.0% |
| All | -95.5% | +61.2% | -156.7% | -96.4% |
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