+37,168.6%
ADI vs CAH
+14,665.6%
+22,503.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | +2.4% | +0.5% | +2.0% | +2.3% |
| 30D | -6.6% | +1.7% | -8.3% | -7.1% |
| 3M | -9.8% | +17.9% | -27.7% | -14.5% |
| 6M | +15.7% | +10.9% | +4.7% | +11.3% |
| YTD | +35.1% | +17.9% | +17.3% | +27.2% |
| 1Y | +47.7% | +61.7% | -14.0% | +25.4% |
| 3Y | +114.5% | +183.7% | -69.3% | +51.0% |
| 5Y | +141.2% | +401.3% | -260.1% | +40.8% |
| 10Y | +611.3% | +293.7% | +317.7% | +321.0% |
| All | +37,168.6% | +14,665.6% | +22,503.1% | +10,100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling