+69.6%
ADI vs CL
+29.8%
+39.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -2.2% |
| 7D | +9.5% | +3.2% | +6.2% | +10.5% |
| 30D | -1.4% | +8.0% | -9.4% | +1.0% |
| 3M | +4.7% | +7.9% | -3.1% | +7.5% |
| 6M | -7.4% | +14.7% | -22.2% | -4.3% |
| YTD | +48.1% | +29.2% | +18.9% | +54.5% |
| 1Y | +69.6% | +29.5% | +40.1% | +77.2% |
| All | +69.6% | +29.8% | +39.8% | +77.2% |
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