-24.1%
CLS vs ADVB
-61.6%
+37.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +42.7% | -38.1% | +3.7% |
| 7D | +23.5% | +74.2% | -50.7% | +22.1% |
| 30D | -28.9% | -35.9% | +6.9% | -30.1% |
| 3M | -25.2% | -56.4% | +31.3% | -26.8% |
| 6M | -32.1% | -36.7% | +4.6% | -35.8% |
| YTD | -14.1% | -43.3% | +29.3% | -19.3% |
| 1Y | -24.1% | -63.4% | +39.3% | -11.8% |
| All | -24.1% | -61.6% | +37.5% | -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 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