+636.4%
ADI vs CRL
+244.4%
+392.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +2.6% | -4.6% | +7.2% | +4.5% |
| 30D | -4.6% | +0.5% | -5.1% | -4.9% |
| 3M | -9.5% | +46.6% | -56.1% | -23.5% |
| 6M | +14.8% | +57.3% | -42.4% | -7.6% |
| YTD | +35.8% | +39.5% | -3.7% | +14.0% |
| 1Y | +48.9% | +76.9% | -27.9% | +11.2% |
| 3Y | +115.6% | +39.4% | +76.2% | +67.1% |
| 5Y | +135.1% | -37.2% | +172.3% | +160.9% |
| 10Y | +636.4% | +253.4% | +383.0% | +244.6% |
| All | +636.4% | +244.4% | +392.0% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling