+79.3%
ADI vs CL
+33.4%
+45.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -2.2% |
| 7D | -5.1% | +7.7% | -12.9% | -2.9% |
| 30D | -3.1% | +15.2% | -18.3% | +0.8% |
| 3M | +7.1% | +7.3% | -0.2% | +9.9% |
| 6M | +2.9% | +17.0% | -14.1% | +5.9% |
| YTD | +51.1% | +28.0% | +23.2% | +59.7% |
| 1Y | +79.3% | +32.1% | +47.2% | +92.2% |
| All | +79.3% | +33.4% | +45.9% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling