+651.5%
ADI vs CMG
+327.5%
+324.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +4.6% | -2.1% | +6.6% | +5.2% |
| 30D | -1.2% | +10.9% | -12.1% | -4.6% |
| 3M | -7.8% | +15.8% | -23.7% | -13.6% |
| 6M | +19.3% | +6.9% | +12.4% | +14.3% |
| YTD | +40.9% | -2.2% | +43.1% | +38.6% |
| 1Y | +54.5% | -7.1% | +61.6% | +53.1% |
| 3Y | +123.4% | -7.1% | +130.6% | +116.8% |
| 5Y | +142.3% | -4.8% | +147.1% | +126.5% |
| All | +651.5% | +327.5% | +324.0% | +380.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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