+630.6%
ADI vs CL
+76.2%
+554.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.1% | +8.2% |
| 7D | -4.4% | +0.5% | -4.9% | -4.6% |
| 30D | -2.8% | +11.6% | -14.4% | -6.2% |
| 3M | +1.5% | +5.6% | -4.1% | -0.4% |
| 6M | -4.7% | +13.2% | -17.9% | -9.3% |
| YTD | +46.8% | +26.9% | +19.9% | +33.8% |
| 1Y | +74.9% | +27.3% | +47.6% | +58.9% |
| 3Y | +147.4% | +39.7% | +107.7% | +110.0% |
| 5Y | +131.9% | +41.3% | +90.6% | +93.0% |
| 10Y | +630.6% | +76.3% | +554.3% | +460.8% |
| All | +630.6% | +76.2% | +554.4% | +460.8% |
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