+2,077.0%
ADI vs CME
+7,469.3%
-5,392.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.4% | -1.6% | +2.0% | +0.9% |
| 30D | -3.8% | +6.2% | -10.0% | -5.7% |
| 3M | -15.3% | +10.4% | -25.7% | -18.3% |
| 6M | +6.7% | -9.5% | +16.2% | +9.0% |
| YTD | +34.8% | +6.0% | +28.8% | +30.7% |
| 1Y | +49.0% | +9.3% | +39.8% | +42.8% |
| 3Y | +108.1% | +57.7% | +50.4% | +73.8% |
| 5Y | +142.4% | +77.7% | +64.7% | +93.2% |
| 10Y | +589.9% | +281.2% | +308.7% | +326.4% |
| All | +2,077.0% | +7,469.3% | -5,392.3% | +379.4% |
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