+109.1%
CRL vs ADVB
-74.4%
+183.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +4.7% |
| 7D | +4.4% | -1.2% | +5.6% | +4.4% |
| 30D | +17.1% | -61.4% | +78.5% | +17.2% |
| 3M | +32.1% | -67.8% | +99.9% | +31.9% |
| 6M | +98.9% | -66.9% | +165.8% | +98.6% |
| YTD | +77.1% | -64.9% | +142.0% | +77.4% |
| All | +109.1% | -74.4% | +183.5% | +115.7% |
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