+37,205.6%
ADI vs CI
+7,937.0%
+29,268.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.4% |
| 7D | -12.8% | -1.6% | -11.3% | -12.5% |
| 30D | -11.3% | +5.4% | -16.8% | -12.7% |
| 3M | -3.4% | +7.3% | -10.6% | -5.4% |
| 6M | -12.0% | +5.3% | -17.3% | -14.0% |
| YTD | +35.3% | +8.5% | +26.8% | +31.1% |
| 1Y | +58.1% | +17.1% | +41.0% | +50.1% |
| 3Y | +127.4% | +1.4% | +125.9% | +117.6% |
| 5Y | +114.6% | +50.5% | +64.1% | +82.8% |
| 10Y | +589.3% | +168.5% | +420.8% | +394.1% |
| All | +37,205.6% | +7,937.0% | +29,268.6% | +8,201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling