+614.4%
ADI vs CRL
+1,673.3%
-1,059.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -6.3% | -1.7% | -4.6% | -5.7% |
| 30D | -3.2% | +14.6% | -17.8% | -7.5% |
| 3M | +2.8% | +24.8% | -22.1% | -4.8% |
| 6M | -5.0% | +94.7% | -99.7% | -25.1% |
| YTD | +46.3% | +73.4% | -27.0% | +18.1% |
| 1Y | +71.6% | +104.7% | -33.0% | +30.9% |
| 3Y | +139.2% | +101.1% | +38.1% | +74.7% |
| 5Y | +136.4% | -10.8% | +147.2% | +119.1% |
| 10Y | +636.2% | +358.8% | +277.4% | +306.5% |
| All | +614.4% | +1,673.3% | -1,059.0% | +210.7% |
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