+4,755.3%
ADI vs CLS
+3,265.4%
+1,489.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +0.4% | +4.6% | -4.1% | -1.5% |
| 30D | -3.8% | -13.9% | +10.1% | +0.2% |
| 3M | -15.3% | -26.6% | +11.3% | -7.6% |
| 6M | +6.7% | +15.4% | -8.7% | -3.9% |
| YTD | +34.8% | +5.7% | +29.1% | +22.8% |
| 1Y | +49.0% | +41.1% | +7.9% | +17.6% |
| 3Y | +108.1% | +1,228.6% | -1,120.5% | -39.5% |
| 5Y | +142.4% | +3,240.6% | -3,098.2% | -52.7% |
| 10Y | +589.9% | +2,760.3% | -2,170.4% | +26.1% |
| All | +4,755.3% | +3,265.4% | +1,489.9% | +399.6% |
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