+620.2%
ADI vs CCL
-32.5%
+652.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +9.5% | -1.2% | +10.6% | +9.8% |
| 30D | -1.4% | +13.1% | -14.5% | -4.3% |
| 3M | +4.7% | +3.4% | +1.4% | +3.6% |
| 6M | -7.4% | +18.7% | -26.1% | -11.8% |
| YTD | +48.1% | -2.3% | +50.3% | +46.3% |
| 1Y | +69.6% | +14.2% | +55.4% | +61.1% |
| 3Y | +144.4% | +133.6% | +10.8% | +93.0% |
| 5Y | +134.1% | +33.5% | +100.6% | +94.5% |
| All | +620.2% | -32.5% | +652.6% | +558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling