+99.4%
CRL vs ADVB
-97.5%
+196.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.2% | +3.6% | +7.7% |
| 7D | -6.1% | -13.9% | +7.8% | -5.8% |
| 30D | +12.4% | -68.1% | +80.5% | +14.3% |
| 3M | +27.1% | -73.4% | +100.5% | +29.3% |
| 6M | +85.7% | -70.8% | +156.5% | +85.8% |
| YTD | +69.2% | -66.1% | +135.3% | +66.3% |
| 1Y | +97.5% | -77.5% | +175.0% | +98.2% |
| All | +99.4% | -97.5% | +196.9% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling