+651.5%
ADI vs CAH
+294.8%
+356.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +4.6% | -5.1% | +9.7% | +6.0% |
| 30D | -1.2% | +0.2% | -1.3% | -1.3% |
| 3M | -7.8% | +6.3% | -14.1% | -9.8% |
| 6M | +19.3% | +9.4% | +10.0% | +15.6% |
| YTD | +40.9% | +15.0% | +26.0% | +34.0% |
| 1Y | +54.5% | +55.4% | -1.0% | +33.0% |
| 3Y | +123.4% | +173.8% | -50.4% | +57.8% |
| 5Y | +142.3% | +395.2% | -252.9% | +38.0% |
| All | +651.5% | +294.8% | +356.7% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling