+27.8%
CLF vs ADVB
-97.4%
+125.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.8% |
| 7D | -9.1% | -4.1% | -5.0% | -8.9% |
| 30D | -0.9% | -60.3% | +59.3% | +1.0% |
| 3M | +3.0% | -73.3% | +76.3% | +5.6% |
| 6M | +16.7% | -65.9% | +82.6% | +20.4% |
| YTD | -3.2% | -63.9% | +60.7% | -0.7% |
| 1Y | +24.6% | -74.1% | +98.8% | +29.5% |
| All | +27.8% | -97.4% | +125.2% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling