+824.8%
ADI vs CFG
+347.0%
+477.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -12.8% | -0.9% | -11.9% | -12.5% |
| 30D | -11.3% | +1.1% | -12.4% | -11.7% |
| 3M | -3.4% | -12.0% | +8.6% | +1.8% |
| 6M | -12.0% | -2.2% | -9.8% | -11.7% |
| YTD | +35.3% | +11.4% | +23.8% | +28.4% |
| 1Y | +58.1% | +27.8% | +30.2% | +41.8% |
| 3Y | +127.4% | +173.3% | -45.9% | +48.6% |
| 5Y | +114.6% | +62.4% | +52.2% | +66.9% |
| 10Y | +589.3% | +249.6% | +339.8% | +242.5% |
| All | +824.8% | +347.0% | +477.8% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling