+821.5%
ADI vs CFG
+396.4%
+425.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.4% | +1.5% | -1.1% | -0.2% |
| 30D | -3.8% | -3.8% | 0.0% | -2.3% |
| 3M | -15.3% | +11.5% | -26.7% | -19.2% |
| 6M | +6.7% | +19.2% | -12.5% | -1.1% |
| YTD | +34.8% | +23.7% | +11.1% | +22.6% |
| 1Y | +49.0% | +38.8% | +10.2% | +29.0% |
| 3Y | +108.1% | +178.9% | -70.8% | +34.1% |
| 5Y | +142.4% | +101.8% | +40.6% | +72.4% |
| 10Y | +589.9% | +317.3% | +272.6% | +217.1% |
| All | +821.5% | +396.4% | +425.1% | +291.2% |
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