+558.0%
ADI vs CRL
+1,379.5%
-821.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | +0.4% | -1.0% | +1.5% | +0.7% |
| 30D | -3.8% | +10.7% | -14.5% | -7.0% |
| 3M | -15.3% | +55.3% | -70.5% | -27.3% |
| 6M | +6.7% | +60.7% | -54.0% | -10.8% |
| YTD | +34.8% | +44.6% | -9.9% | +15.9% |
| 1Y | +49.0% | +77.7% | -28.7% | +18.6% |
| 3Y | +108.1% | +37.6% | +70.4% | +72.5% |
| 5Y | +142.4% | -35.8% | +178.3% | +150.0% |
| 10Y | +589.9% | +241.7% | +348.2% | +317.4% |
| All | +558.0% | +1,379.5% | -821.5% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling