+579.4%
ADI vs CL
+74.1%
+505.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | -12.8% | +1.3% | -14.2% | -13.2% |
| 30D | -11.3% | +11.4% | -22.7% | -14.4% |
| 3M | -3.4% | +4.4% | -7.8% | -5.0% |
| 6M | -12.0% | +10.8% | -22.8% | -15.7% |
| YTD | +35.3% | +25.1% | +10.1% | +23.7% |
| 1Y | +58.1% | +28.0% | +30.1% | +43.2% |
| 3Y | +127.4% | +37.6% | +89.7% | +93.7% |
| 5Y | +114.6% | +39.7% | +74.9% | +79.0% |
| All | +579.4% | +74.1% | +505.3% | +419.0% |
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