+194.5%
CLS vs ADVB
-96.8%
+291.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -23.6% | +18.2% | -4.6% |
| 7D | +16.3% | +27.8% | -11.5% | +15.3% |
| 30D | -25.7% | -50.8% | +25.1% | -25.4% |
| 3M | -30.9% | -70.5% | +39.6% | -30.5% |
| 6M | -35.5% | -46.7% | +11.2% | -38.2% |
| YTD | -18.7% | -56.7% | +38.0% | -22.7% |
| 1Y | -17.9% | -71.8% | +53.9% | -19.3% |
| All | +194.5% | -96.8% | +291.3% | +288.5% |
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