+611.3%
ADI vs CLF
+108.7%
+502.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.6% |
| 7D | +2.4% | +6.5% | -4.1% | +1.0% |
| 30D | -6.6% | +0.2% | -6.8% | -6.8% |
| 3M | -9.8% | -3.1% | -6.7% | -10.0% |
| 6M | +15.7% | +25.0% | -9.4% | +8.6% |
| YTD | +35.1% | -7.5% | +42.6% | +33.6% |
| 1Y | +47.7% | +11.5% | +36.2% | +37.7% |
| 3Y | +114.5% | -13.7% | +128.1% | +98.9% |
| 5Y | +141.2% | -47.0% | +188.2% | +136.6% |
| 10Y | +611.3% | +116.3% | +495.0% | +345.2% |
| All | +611.3% | +108.7% | +502.7% | +345.2% |
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