+114.5%
ADI vs CME
+52.8%
+61.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | 0.0% |
| 7D | +2.4% | -2.9% | +5.3% | +1.7% |
| 30D | -6.6% | +5.5% | -12.1% | -5.2% |
| 3M | -9.8% | +11.0% | -20.8% | -7.1% |
| 6M | +15.7% | -9.7% | +25.4% | +13.7% |
| YTD | +35.1% | +4.9% | +30.3% | +38.1% |
| 1Y | +47.7% | +10.1% | +37.6% | +53.1% |
| 3Y | +114.5% | +53.5% | +60.9% | +134.5% |
| All | +114.5% | +52.8% | +61.7% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling