+379.2%
ADI vs CLBK
+67.9%
+311.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.4% | +1.2% | -0.8% | 0.0% |
| 30D | -3.8% | +9.1% | -12.9% | -7.1% |
| 3M | -15.3% | +27.7% | -42.9% | -23.5% |
| 6M | +6.7% | +40.8% | -34.1% | -7.6% |
| YTD | +34.8% | +66.4% | -31.6% | +8.6% |
| 1Y | +49.0% | +72.4% | -23.3% | +17.9% |
| 3Y | +108.1% | +50.7% | +57.4% | +68.8% |
| 5Y | +142.4% | +42.9% | +99.5% | +85.5% |
| All | +379.2% | +67.9% | +311.3% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling