+611.3%
ADI vs CFG
+313.6%
+297.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +2.4% | +2.7% | -0.2% | +1.3% |
| 30D | -6.6% | -3.7% | -2.9% | -5.2% |
| 3M | -9.8% | +9.5% | -19.3% | -13.3% |
| 6M | +15.7% | +22.2% | -6.6% | +6.2% |
| YTD | +35.1% | +22.3% | +12.8% | +23.7% |
| 1Y | +47.7% | +39.4% | +8.2% | +27.9% |
| 3Y | +114.5% | +188.5% | -74.0% | +37.5% |
| 5Y | +141.2% | +101.5% | +39.7% | +72.9% |
| 10Y | +611.3% | +308.6% | +302.7% | +271.8% |
| All | +611.3% | +313.6% | +297.7% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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