+8.6%
CLX vs ADVB
-61.6%
+70.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +42.7% | -41.4% | +1.7% |
| 7D | +8.5% | +74.2% | -65.7% | +9.3% |
| 30D | +30.0% | -35.9% | +65.8% | +29.4% |
| 3M | +3.8% | -56.4% | +60.2% | +3.0% |
| 6M | +24.6% | -36.7% | +61.3% | +25.9% |
| YTD | +12.8% | -43.3% | +56.1% | +15.0% |
| 1Y | +8.6% | -63.4% | +72.0% | +15.2% |
| All | +8.6% | -61.6% | +70.2% | +15.2% |
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