+147.4%
ADI vs CLS
+788.5%
-641.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.9% | +0.7% | +6.8% |
| 7D | -4.4% | -10.6% | +6.1% | -1.9% |
| 30D | -2.8% | -38.4% | +35.6% | +7.5% |
| 3M | +1.5% | -29.9% | +31.4% | +8.7% |
| 6M | -4.7% | -40.6% | +35.9% | +4.5% |
| YTD | +46.8% | -24.6% | +71.4% | +50.1% |
| 1Y | +74.9% | -30.8% | +105.7% | +80.2% |
| 3Y | +147.4% | +811.7% | -664.3% | +13.8% |
| All | +147.4% | +788.5% | -641.0% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling