+114.3%
ADI vs CI
+49.9%
+64.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | -12.8% | -1.6% | -11.3% | -12.7% |
| 30D | -11.3% | +5.4% | -16.8% | -12.1% |
| 3M | -3.4% | +7.3% | -10.6% | -4.6% |
| 6M | -12.0% | +5.3% | -17.3% | -13.2% |
| YTD | +35.3% | +8.5% | +26.8% | +32.6% |
| 1Y | +58.1% | +17.1% | +41.0% | +53.0% |
| 3Y | +127.4% | +1.4% | +125.9% | +120.9% |
| All | +114.3% | +49.9% | +64.4% | +76.9% |
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