+133.8%
ADI vs CF
+114.1%
+19.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +9.5% | +4.8% | +4.7% | +9.0% |
| 30D | -1.4% | +4.7% | -6.1% | -1.8% |
| 3M | +4.7% | +7.4% | -2.7% | +3.8% |
| 6M | -7.4% | +0.6% | -8.0% | -7.8% |
| YTD | +48.1% | +64.1% | -16.1% | +34.1% |
| 1Y | +69.6% | +51.4% | +18.2% | +55.8% |
| 3Y | +144.4% | +67.8% | +76.6% | +117.2% |
| All | +133.8% | +114.1% | +19.7% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling