+48.9%
ADI vs CRL
+66.2%
-17.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +2.6% | -4.6% | +7.2% | +3.1% |
| 30D | -4.6% | +0.5% | -5.1% | -4.7% |
| 3M | -9.5% | +46.6% | -56.1% | -13.1% |
| 6M | +14.8% | +57.3% | -42.4% | +8.6% |
| YTD | +35.8% | +39.5% | -3.7% | +31.5% |
| 1Y | +48.9% | +76.9% | -27.9% | +38.1% |
| All | +48.9% | +66.2% | -17.2% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling