+620.2%
ADI vs CFG
+216.2%
+404.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +9.5% | +3.2% | +6.3% | +8.1% |
| 30D | -1.4% | +5.1% | -6.5% | -3.3% |
| 3M | +4.7% | -11.2% | +16.0% | +9.9% |
| 6M | -7.4% | +9.6% | -17.0% | -11.2% |
| YTD | +48.1% | +15.0% | +33.1% | +38.9% |
| 1Y | +69.6% | +29.9% | +39.8% | +51.4% |
| 3Y | +144.4% | +192.1% | -47.7% | +56.5% |
| 5Y | +134.1% | +62.3% | +71.8% | +82.8% |
| All | +620.2% | +216.2% | +404.0% | +344.6% |
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