+84.9%
CRL vs ADVB
-97.6%
+182.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.5% | +5.5% | -3.9% |
| 7D | -16.8% | -28.0% | +11.3% | -16.3% |
| 30D | +2.6% | -70.2% | +72.9% | +4.5% |
| 3M | +20.1% | -76.1% | +96.1% | +22.4% |
| 6M | +68.8% | -72.3% | +141.1% | +69.2% |
| YTD | +56.9% | -67.5% | +124.4% | +54.4% |
| 1Y | +86.7% | -78.6% | +165.2% | +87.5% |
| All | +84.9% | -97.6% | +182.5% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling