+99.7%
CRL vs ADVB
-72.7%
+172.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.6% | +22.7% | -0.7% |
| 7D | +0.1% | +27.8% | -27.6% | -0.1% |
| 30D | +11.9% | -50.8% | +62.7% | +11.8% |
| 3M | +20.2% | -70.5% | +90.7% | +20.1% |
| 6M | +107.5% | -46.7% | +154.3% | +104.2% |
| YTD | +69.4% | -56.7% | +126.1% | +69.6% |
| 1Y | +99.7% | -71.8% | +171.5% | +107.6% |
| All | +99.7% | -72.7% | +172.4% | +107.6% |
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