+133.8%
ADI vs CLF
-42.8%
+176.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.1% |
| 7D | +9.5% | +10.4% | -0.9% | +7.2% |
| 30D | -1.4% | +0.6% | -1.9% | -1.8% |
| 3M | +4.7% | +4.1% | +0.6% | +3.0% |
| 6M | -7.4% | +15.1% | -22.5% | -11.7% |
| YTD | +48.1% | -4.7% | +52.8% | +44.6% |
| 1Y | +69.6% | +20.4% | +49.3% | +57.0% |
| 3Y | +144.4% | -23.4% | +167.7% | +129.9% |
| All | +133.8% | -42.8% | +176.6% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling