+49.0%
ADI vs CLS
+47.9%
+1.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +0.4% | +4.6% | -4.1% | -0.5% |
| 30D | -3.8% | -13.9% | +10.1% | -1.6% |
| 3M | -15.3% | -26.6% | +11.3% | -11.6% |
| 6M | +6.7% | +15.4% | -8.7% | +3.9% |
| YTD | +34.8% | +5.7% | +29.1% | +31.5% |
| 1Y | +49.0% | +41.1% | +7.9% | +42.3% |
| All | +49.0% | +47.9% | +1.1% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling