+142.9%
ADI vs CME
+75.9%
+67.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +4.0% |
| 7D | +0.7% | +2.5% | -1.8% | +0.7% |
| 30D | +0.7% | +13.9% | -13.2% | +0.5% |
| 3M | +6.5% | +22.4% | -15.9% | +6.0% |
| 6M | -2.7% | +12.9% | -15.6% | -2.4% |
| YTD | +52.2% | +19.6% | +32.6% | +51.1% |
| 1Y | +77.5% | +17.7% | +59.8% | +76.5% |
| 3Y | +148.8% | +65.3% | +83.4% | +127.2% |
| 5Y | +142.9% | +75.1% | +67.7% | +115.5% |
| All | +142.9% | +75.9% | +67.0% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling