+41,876.5%
ADI vs CL
+5,418.0%
+36,458.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +0.7% | +9.5% | -8.8% | -2.6% |
| 3M | +6.5% | +6.8% | -0.3% | +3.7% |
| 6M | -2.7% | +14.3% | -16.9% | -8.0% |
| YTD | +52.2% | +27.0% | +25.2% | +38.4% |
| 1Y | +77.5% | +26.3% | +51.2% | +61.5% |
| 3Y | +148.8% | +39.3% | +109.5% | +115.1% |
| 5Y | +142.9% | +41.5% | +101.4% | +107.0% |
| 10Y | +653.2% | +84.1% | +569.1% | +479.2% |
| All | +41,876.5% | +5,418.0% | +36,458.4% | +7,247.5% |
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 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