+151.9%
CLS vs ADVB
-97.6%
+249.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.5% | -3.5% | -12.8% |
| 7D | -27.3% | -28.0% | +0.8% | -26.7% |
| 30D | -47.0% | -70.2% | +23.2% | -46.3% |
| 3M | -43.3% | -76.1% | +32.8% | -42.5% |
| 6M | -50.8% | -72.3% | +21.5% | -51.8% |
| YTD | -30.4% | -67.5% | +37.0% | -33.2% |
| 1Y | -41.7% | -78.6% | +36.9% | -42.1% |
| All | +151.9% | -97.6% | +249.6% | +235.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling