+70.4%
CRL vs ADVB
-88.3%
+158.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -1.0% | -3.8% | +2.7% | -1.0% |
| 30D | +10.7% | +17.6% | -6.9% | +10.1% |
| 3M | +55.3% | +119.1% | -63.8% | +48.6% |
| 6M | +60.7% | +103.4% | -42.7% | +52.3% |
| YTD | +44.6% | +59.8% | -15.2% | +38.8% |
| 1Y | +77.7% | +8.5% | +69.2% | +71.9% |
| All | +70.4% | -88.3% | +158.8% | +101.1% |
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