+1,435.8%
ADI vs CF
+5,948.3%
-4,512.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.3% |
| 7D | +0.4% | +6.0% | -5.6% | -0.9% |
| 30D | -3.8% | +14.8% | -18.6% | -7.0% |
| 3M | -15.3% | +14.1% | -29.3% | -18.2% |
| 6M | +6.7% | +28.5% | -21.8% | -1.7% |
| YTD | +34.8% | +74.9% | -40.2% | +15.2% |
| 1Y | +49.0% | +61.7% | -12.7% | +29.5% |
| 3Y | +108.1% | +80.3% | +27.8% | +73.1% |
| 5Y | +142.4% | +226.0% | -83.5% | +67.4% |
| 10Y | +589.9% | +569.9% | +20.1% | +279.7% |
| All | +1,435.8% | +5,948.3% | -4,512.5% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling