+2,358.5%
ADI vs CME
+8,439.7%
-6,081.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.4% |
| 7D | +0.7% | +2.5% | -1.8% | 0.0% |
| 30D | +0.7% | +13.9% | -13.2% | -3.4% |
| 3M | +6.5% | +22.4% | -15.9% | -0.3% |
| 6M | -2.7% | +12.9% | -15.6% | -7.2% |
| YTD | +52.2% | +19.6% | +32.6% | +41.7% |
| 1Y | +77.5% | +17.7% | +59.8% | +65.9% |
| 3Y | +148.8% | +65.3% | +83.4% | +104.7% |
| 5Y | +142.9% | +75.1% | +67.7% | +94.3% |
| 10Y | +653.2% | +305.8% | +347.4% | +355.7% |
| All | +2,358.5% | +8,439.7% | -6,081.3% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling