-23.0%
CLX vs ADVB
-97.4%
+74.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.0% | +5.6% |
| 7D | +17.4% | -1.2% | +18.6% | +17.4% |
| 30D | +27.8% | -61.4% | +89.2% | +27.5% |
| 3M | +3.0% | -67.8% | +70.8% | +2.8% |
| 6M | +17.5% | -66.9% | +84.4% | +17.4% |
| YTD | +10.0% | -64.9% | +74.9% | +9.5% |
| 1Y | +3.3% | -74.8% | +78.0% | +3.7% |
| All | -23.0% | -97.4% | +74.4% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling