+640.7%
ADI vs CL
+84.7%
+556.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +13.4% | -0.8% | +14.2% | +13.6% |
| 30D | -1.3% | +9.5% | -10.8% | -4.1% |
| 3M | +6.8% | +6.6% | +0.1% | +4.4% |
| 6M | -1.9% | +13.2% | -15.2% | -6.7% |
| YTD | +52.3% | +26.9% | +25.4% | +38.7% |
| 1Y | +71.6% | +27.6% | +44.0% | +55.9% |
| 3Y | +148.9% | +39.1% | +109.8% | +111.4% |
| 5Y | +140.8% | +41.3% | +99.5% | +100.2% |
| All | +640.7% | +84.7% | +556.0% | +456.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling