+624.2%
ADI vs CLS
+1,765.7%
-1,141.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -6.3% | -13.9% | +7.6% | -2.2% |
| 30D | -3.2% | -38.2% | +35.0% | +10.0% |
| 3M | +2.8% | -28.8% | +31.6% | +11.4% |
| 6M | -5.0% | -40.4% | +35.4% | +6.2% |
| YTD | +46.3% | -24.3% | +70.6% | +48.8% |
| 1Y | +71.6% | -35.0% | +106.7% | +79.8% |
| 3Y | +139.2% | +778.7% | -639.5% | -5.6% |
| 5Y | +136.4% | +1,884.8% | -1,748.4% | -32.7% |
| All | +624.2% | +1,765.7% | -1,141.6% | +65.1% |
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