+37,071.1%
ADI vs CI
+7,591.2%
+29,479.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | -3.8% | +4.4% | -8.2% | -4.9% |
| 3M | -15.3% | +0.7% | -15.9% | -15.8% |
| 6M | +6.7% | +0.3% | +6.3% | +5.9% |
| YTD | +34.8% | +3.8% | +31.0% | +32.5% |
| 1Y | +49.0% | -5.5% | +54.5% | +48.9% |
| 3Y | +108.1% | +8.1% | +100.0% | +96.1% |
| 5Y | +142.4% | +42.8% | +99.6% | +109.8% |
| 10Y | +589.9% | +143.9% | +446.0% | +407.6% |
| All | +37,071.1% | +7,591.2% | +29,479.9% | +8,292.1% |
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 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