+903.9%
ADI vs CFG
+360.2%
+543.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.6% | +7.3% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | -2.8% | +3.2% | -6.1% | -4.0% |
| 3M | +1.5% | -9.7% | +11.2% | +5.8% |
| 6M | -4.7% | +3.6% | -8.3% | -6.5% |
| YTD | +46.8% | +14.7% | +32.1% | +37.8% |
| 1Y | +74.9% | +29.6% | +45.3% | +56.2% |
| 3Y | +147.4% | +190.6% | -43.1% | +57.9% |
| 5Y | +131.9% | +67.1% | +64.8% | +78.5% |
| 10Y | +630.6% | +237.0% | +393.6% | +270.0% |
| All | +903.9% | +360.2% | +543.8% | +339.7% |
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