+630.6%
ADI vs CLF
+92.7%
+537.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.0% | +1.6% | +7.0% |
| 7D | -4.4% | -14.1% | +9.7% | -1.1% |
| 30D | -2.8% | -5.5% | +2.7% | -1.9% |
| 3M | +1.5% | 0.0% | +1.5% | +0.7% |
| 6M | -4.7% | +11.3% | -16.0% | -8.5% |
| YTD | +46.8% | -7.7% | +54.5% | +44.3% |
| 1Y | +74.9% | +17.5% | +57.3% | +62.8% |
| 3Y | +147.4% | -25.4% | +172.9% | +135.9% |
| 5Y | +131.9% | -46.0% | +177.9% | +126.4% |
| 10Y | +630.6% | +80.1% | +550.5% | +358.5% |
| All | +630.6% | +92.7% | +537.9% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling