+141.2%
ADI vs CLS
+3,459.5%
-3,318.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.4% | -1.1% |
| 7D | +2.4% | +12.8% | -10.3% | -0.8% |
| 30D | -6.6% | +3.8% | -10.4% | -7.9% |
| 3M | -9.8% | -14.6% | +4.8% | -7.5% |
| 6M | +15.7% | +32.2% | -16.6% | +4.5% |
| YTD | +35.1% | +11.6% | +23.5% | +25.6% |
| 1Y | +47.7% | +35.1% | +12.6% | +27.2% |
| 3Y | +114.5% | +1,312.5% | -1,198.1% | -24.2% |
| 5Y | +141.2% | +3,542.1% | -3,400.8% | -40.5% |
| All | +141.2% | +3,459.5% | -3,318.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling