+37,071.2%
ADI vs CL
+4,870.0%
+32,201.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | +0.4% | -2.2% | +2.6% | +1.1% |
| 30D | -3.8% | -4.8% | +1.0% | -2.3% |
| 3M | -15.3% | +4.9% | -20.2% | -17.2% |
| 6M | +6.7% | -5.7% | +12.4% | +7.8% |
| YTD | +34.8% | +14.4% | +20.4% | +27.4% |
| 1Y | +49.0% | +8.7% | +40.3% | +42.8% |
| 3Y | +108.1% | +30.0% | +78.1% | +84.4% |
| 5Y | +142.4% | +28.4% | +114.1% | +114.0% |
| 10Y | +589.9% | +50.1% | +539.8% | +469.7% |
| All | +37,071.2% | +4,870.0% | +32,201.2% | +6,661.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling