+83.5%
CRL vs ADVB
-76.7%
+160.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.7% | -7.2% |
| 7D | -12.8% | -29.5% | +16.8% | -12.7% |
| 30D | +5.0% | -66.9% | +71.9% | +5.2% |
| 3M | +39.4% | -73.7% | +113.1% | +39.6% |
| 6M | +89.4% | -64.8% | +154.1% | +88.7% |
| YTD | +63.6% | -64.0% | +127.6% | +63.5% |
| 1Y | +83.5% | -77.0% | +160.4% | +94.0% |
| All | +83.5% | -76.7% | +160.1% | +94.0% |
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 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