+135.1%
ADI vs CAG
-41.8%
+176.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +2.6% | -6.6% | +9.2% | +2.8% |
| 30D | -4.6% | +2.3% | -6.9% | -4.7% |
| 3M | -9.5% | +16.3% | -25.8% | -10.1% |
| 6M | +14.8% | -16.0% | +30.9% | +17.0% |
| YTD | +35.8% | -7.7% | +43.5% | +37.2% |
| 1Y | +48.9% | -16.0% | +65.0% | +51.6% |
| 3Y | +115.6% | -37.7% | +153.3% | +123.0% |
| 5Y | +135.1% | -41.2% | +176.3% | +146.4% |
| All | +135.1% | -41.8% | +176.9% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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