+5,382.9%
ADI vs CLS
+2,517.3%
+2,865.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.5% | +1.0% |
| 7D | +0.7% | +2.8% | -2.1% | -0.1% |
| 30D | +0.7% | -30.1% | +30.8% | +13.3% |
| 3M | +6.5% | -21.7% | +28.2% | +13.8% |
| 6M | -2.7% | -36.2% | +33.6% | +9.0% |
| YTD | +52.2% | -17.8% | +70.0% | +49.8% |
| 1Y | +77.5% | -26.8% | +104.3% | +78.6% |
| 3Y | +148.8% | +853.4% | -704.6% | -18.8% |
| 5Y | +142.9% | +2,005.0% | -1,862.1% | -44.0% |
| 10Y | +653.2% | +1,929.4% | -1,276.2% | +54.7% |
| All | +5,382.9% | +2,517.3% | +2,865.6% | +509.3% |
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