+636.2%
ADI vs CF
+494.2%
+142.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | -6.3% | +4.8% | -11.1% | -7.4% |
| 30D | -3.2% | +9.7% | -12.9% | -5.4% |
| 3M | +2.8% | +1.2% | +1.5% | +1.7% |
| 6M | -5.0% | +7.4% | -12.4% | -7.8% |
| YTD | +46.3% | +60.5% | -14.2% | +24.7% |
| 1Y | +71.6% | +50.7% | +20.9% | +48.6% |
| 3Y | +139.2% | +64.8% | +74.4% | +97.8% |
| 5Y | +136.4% | +115.8% | +20.6% | +69.7% |
| 10Y | +636.2% | +481.0% | +155.2% | +293.7% |
| All | +636.2% | +494.2% | +142.0% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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