+133.8%
ADI vs CLBK
+27.8%
+106.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.6% |
| 7D | +9.5% | +0.9% | +8.6% | +9.3% |
| 30D | -1.4% | +3.4% | -4.8% | -2.2% |
| 3M | +4.7% | -4.3% | +9.0% | +5.9% |
| 6M | -7.4% | +28.4% | -35.8% | -13.9% |
| YTD | +48.1% | +59.4% | -11.4% | +29.3% |
| 1Y | +69.6% | +64.8% | +4.8% | +46.7% |
| 3Y | +144.4% | +50.6% | +93.8% | +112.9% |
| All | +133.8% | +27.8% | +106.0% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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