+142.5%
ADI vs CEG
+703.5%
-561.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | -4.6% | +8.8% | -13.5% | -6.2% |
| 3M | -9.5% | +17.0% | -26.5% | -12.3% |
| 6M | +14.8% | -8.7% | +23.6% | +15.9% |
| YTD | +35.8% | -16.4% | +52.3% | +38.8% |
| 1Y | +48.9% | -1.8% | +50.7% | +46.3% |
| 3Y | +115.6% | +175.8% | -60.2% | +55.5% |
| All | +142.5% | +703.5% | -561.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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