+135.1%
ADI vs CI
+43.3%
+91.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +2.6% | -1.1% | +3.7% | +2.8% |
| 30D | -4.6% | +0.5% | -5.1% | -4.7% |
| 3M | -9.5% | -5.2% | -4.3% | -8.9% |
| 6M | +14.8% | +4.3% | +10.5% | +13.5% |
| YTD | +35.8% | +2.8% | +33.0% | +34.5% |
| 1Y | +48.9% | -5.8% | +54.7% | +49.1% |
| 3Y | +115.6% | +4.7% | +110.8% | +105.9% |
| 5Y | +135.1% | +42.7% | +92.4% | +94.1% |
| All | +135.1% | +43.3% | +91.8% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 5y: compounded portfolio wealth divided by compounded CI 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…
5y analysis · Full analysis span regression · 6 months rolling