-39.3%
CLS vs ADVB
-77.7%
+38.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.5% |
| 7D | -22.2% | -13.9% | -8.3% | -22.0% |
| 30D | -44.4% | -68.1% | +23.7% | -44.8% |
| 3M | -34.3% | -73.4% | +39.1% | -34.9% |
| 6M | -50.1% | -70.8% | +20.7% | -52.2% |
| YTD | -30.1% | -66.1% | +36.0% | -33.6% |
| 1Y | -39.3% | -77.5% | +38.2% | -31.3% |
| All | -39.3% | -77.7% | +38.3% | -31.3% |
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