+97.5%
CRL vs ADVB
-77.7%
+175.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.2% | +3.6% | +7.8% |
| 7D | -6.1% | -13.9% | +7.8% | -6.0% |
| 30D | +12.4% | -68.1% | +80.5% | +12.6% |
| 3M | +27.1% | -73.4% | +100.5% | +27.2% |
| 6M | +85.7% | -70.8% | +156.5% | +86.1% |
| YTD | +69.2% | -66.1% | +135.3% | +69.4% |
| 1Y | +97.5% | -77.5% | +175.0% | +106.6% |
| All | +97.5% | -77.7% | +175.2% | +106.6% |
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 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