+133.8%
ADI vs CL
+43.4%
+90.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -2.8% |
| 7D | +9.5% | +3.2% | +6.2% | +9.4% |
| 30D | -1.4% | +8.0% | -9.4% | -1.7% |
| 3M | +4.7% | +7.9% | -3.1% | +4.4% |
| 6M | -7.4% | +14.7% | -22.2% | -8.5% |
| YTD | +48.1% | +29.2% | +18.9% | +43.7% |
| 1Y | +69.6% | +29.5% | +40.1% | +64.5% |
| 3Y | +144.4% | +40.7% | +103.7% | +126.1% |
| All | +133.8% | +43.4% | +90.3% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling