-50.1%
CLS vs ADVB
-68.6%
+18.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.4% |
| 7D | -22.2% | -13.9% | -8.3% | -22.0% |
| 30D | -44.4% | -68.1% | +23.7% | -45.0% |
| 3M | -34.3% | -73.4% | +39.1% | -35.2% |
| 6M | -50.1% | -70.8% | +20.7% | -52.6% |
| All | -50.1% | -68.6% | +18.6% | -52.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling