-87.2%
ADVB vs CLBK
+67.4%
-154.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.8% | +1.2% | -5.0% | -4.4% |
| 30D | +17.6% | +9.1% | +8.4% | +12.4% |
| 3M | +119.1% | +27.7% | +91.4% | +100.2% |
| 6M | +103.4% | +40.8% | +62.5% | +79.3% |
| YTD | +59.8% | +66.4% | -6.5% | +30.8% |
| 1Y | +8.5% | +72.4% | -63.8% | -12.9% |
| All | -87.2% | +67.4% | -154.6% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling