+10.3%
CL vs ADVB
-97.6%
+107.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.5% | +9.5% | -0.1% |
| 7D | +5.9% | -28.0% | +34.0% | +5.8% |
| 30D | +13.8% | -70.2% | +84.0% | +13.5% |
| 3M | +6.4% | -76.1% | +82.5% | +6.1% |
| 6M | +15.6% | -72.3% | +87.9% | +15.5% |
| YTD | +27.9% | -67.5% | +95.4% | +27.8% |
| 1Y | +31.4% | -78.6% | +110.0% | +31.4% |
| All | +10.3% | -97.6% | +107.9% | +11.8% |
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