+18.5%
CLF vs ADVB
-61.6%
+80.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +42.7% | -43.2% | -1.5% |
| 7D | +16.0% | +74.2% | -58.2% | +14.3% |
| 30D | +1.6% | -35.9% | +37.5% | +1.7% |
| 3M | +6.7% | -56.4% | +63.1% | +7.1% |
| 6M | +21.1% | -36.7% | +57.8% | +25.4% |
| YTD | -1.6% | -43.3% | +41.7% | +1.5% |
| 1Y | +18.5% | -63.4% | +81.9% | +31.4% |
| All | +18.5% | -61.6% | +80.1% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling