+636.4%
ADI vs CME
+280.6%
+355.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +2.6% | -0.6% | +3.3% | +2.8% |
| 30D | -4.6% | +4.7% | -9.3% | -6.1% |
| 3M | -9.5% | +7.8% | -17.3% | -12.2% |
| 6M | +14.8% | -11.0% | +25.8% | +18.5% |
| YTD | +35.8% | +4.0% | +31.8% | +32.1% |
| 1Y | +48.9% | +9.1% | +39.8% | +42.0% |
| 3Y | +115.6% | +52.3% | +63.3% | +74.2% |
| 5Y | +135.1% | +76.1% | +59.0% | +75.1% |
| 10Y | +636.4% | +280.6% | +355.8% | +357.0% |
| All | +636.4% | +280.6% | +355.8% | +357.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling