+40,396.8%
ADI vs CI
+7,992.0%
+32,404.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +8.4% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -2.8% | +4.7% | -7.5% | -4.2% |
| 3M | +1.5% | +5.2% | -3.7% | -0.2% |
| 6M | -4.7% | +3.8% | -8.5% | -6.5% |
| YTD | +46.8% | +9.2% | +37.6% | +42.0% |
| 1Y | +74.9% | +14.3% | +60.6% | +67.2% |
| 3Y | +147.4% | +8.4% | +139.0% | +132.7% |
| 5Y | +131.9% | +50.0% | +81.9% | +97.7% |
| 10Y | +630.6% | +142.2% | +488.4% | +437.0% |
| All | +40,396.8% | +7,992.0% | +32,404.8% | +8,897.3% |
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