+104.3%
CRL vs ADVB
-97.4%
+201.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -2.2% |
| 7D | -1.7% | -4.1% | +2.4% | -1.7% |
| 30D | +14.6% | -60.3% | +74.8% | +16.1% |
| 3M | +24.8% | -73.3% | +98.2% | +27.1% |
| 6M | +94.7% | -65.9% | +160.6% | +93.8% |
| YTD | +73.4% | -63.9% | +137.2% | +70.2% |
| 1Y | +104.7% | -74.1% | +178.8% | +104.3% |
| All | +104.3% | -97.4% | +201.7% | +146.5% |
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