+636.2%
ADI vs CL
+78.1%
+558.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -6.3% | +2.6% | -8.9% | -7.0% |
| 30D | -3.2% | +11.8% | -14.9% | -6.5% |
| 3M | +2.8% | +5.9% | -3.2% | +0.7% |
| 6M | -5.0% | +13.3% | -18.4% | -9.7% |
| YTD | +46.3% | +27.1% | +19.2% | +33.3% |
| 1Y | +71.6% | +28.0% | +43.6% | +55.7% |
| 3Y | +139.2% | +39.4% | +99.8% | +103.1% |
| 5Y | +136.4% | +40.8% | +95.6% | +97.1% |
| 10Y | +636.2% | +84.9% | +551.3% | +456.9% |
| All | +636.2% | +78.1% | +558.1% | +456.9% |
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