+5,189.7%
ADI vs CLS
+2,301.8%
+2,887.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.9% | +0.7% | +5.7% |
| 7D | -4.4% | -10.6% | +6.1% | -0.5% |
| 30D | -2.8% | -38.4% | +35.6% | +14.4% |
| 3M | +1.5% | -29.9% | +31.4% | +12.9% |
| 6M | -4.7% | -40.6% | +35.9% | +9.5% |
| YTD | +46.8% | -24.6% | +71.4% | +49.1% |
| 1Y | +74.9% | -30.8% | +105.7% | +79.4% |
| 3Y | +147.4% | +811.7% | -664.3% | -18.0% |
| 5Y | +131.9% | +1,838.4% | -1,706.5% | -44.9% |
| 10Y | +630.6% | +1,751.5% | -1,120.9% | +55.1% |
| All | +5,189.7% | +2,301.8% | +2,887.8% | +506.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling