+173.1%
CLS vs ADVB
-97.4%
+270.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.5% | +4.3% | +7.8% |
| 7D | -10.6% | -1.2% | -9.3% | -10.5% |
| 30D | -38.4% | -61.4% | +22.9% | -37.7% |
| 3M | -29.9% | -67.8% | +38.0% | -29.1% |
| 6M | -40.6% | -66.9% | +26.2% | -42.2% |
| YTD | -24.6% | -64.9% | +40.3% | -27.7% |
| 1Y | -30.8% | -74.8% | +44.0% | -31.9% |
| All | +173.1% | -97.4% | +270.6% | +263.1% |
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