+153.2%
CLS vs ADVB
-97.5%
+250.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.4% |
| 7D | -22.2% | -13.9% | -8.3% | -21.9% |
| 30D | -44.4% | -68.1% | +23.7% | -43.7% |
| 3M | -34.3% | -73.4% | +39.1% | -33.5% |
| 6M | -50.1% | -70.8% | +20.7% | -51.2% |
| YTD | -30.1% | -66.1% | +36.0% | -33.0% |
| 1Y | -39.3% | -77.5% | +38.2% | -39.9% |
| All | +153.2% | -97.5% | +250.7% | +237.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling