+141.2%
ADI vs CRL
-37.4%
+178.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +1.1% |
| 7D | +2.4% | -0.6% | +3.0% | +2.6% |
| 30D | -6.6% | +5.0% | -11.5% | -8.1% |
| 3M | -9.8% | +50.6% | -60.4% | -21.4% |
| 6M | +15.7% | +60.9% | -45.3% | -2.9% |
| YTD | +35.1% | +40.7% | -5.6% | +18.1% |
| 1Y | +47.7% | +73.3% | -25.6% | +18.8% |
| 3Y | +114.5% | +40.6% | +73.9% | +76.0% |
| 5Y | +141.2% | -37.0% | +178.2% | +136.3% |
| All | +141.2% | -37.4% | +178.6% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling