+620.2%
ADI vs CLS
+1,916.3%
-1,296.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.6% | -1.2% |
| 7D | +9.5% | +16.3% | -6.8% | +4.9% |
| 30D | -1.4% | -25.7% | +24.3% | +6.4% |
| 3M | +4.7% | -30.9% | +35.6% | +14.5% |
| 6M | -7.4% | -35.5% | +28.1% | +1.2% |
| YTD | +48.1% | -18.7% | +66.8% | +47.4% |
| 1Y | +69.6% | -17.9% | +87.5% | +66.3% |
| 3Y | +144.4% | +838.1% | -693.7% | -5.4% |
| 5Y | +134.1% | +1,971.9% | -1,837.8% | -34.1% |
| All | +620.2% | +1,916.3% | -1,296.1% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling