+79.3%
ADI vs CLS
-28.7%
+108.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.1% | +5.8% | -1.3% |
| 7D | -5.1% | -21.1% | +16.0% | -0.4% |
| 30D | -3.1% | -38.2% | +35.2% | +6.6% |
| 3M | +7.1% | -36.3% | +43.5% | +16.4% |
| 6M | +2.9% | -43.8% | +46.7% | +13.5% |
| YTD | +51.1% | -20.0% | +71.2% | +54.9% |
| 1Y | +79.3% | -29.6% | +108.9% | +86.7% |
| All | +79.3% | -28.7% | +108.0% | +86.7% |
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