+1,379.9%
ADI vs CMG
+4,006.7%
-2,626.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.4% | -1.5% | +3.9% | +2.8% |
| 30D | -6.6% | +12.7% | -19.3% | -9.8% |
| 3M | -9.8% | +26.3% | -36.1% | -16.7% |
| 6M | +15.7% | +4.5% | +11.2% | +12.3% |
| YTD | +35.1% | -0.1% | +35.2% | +32.5% |
| 1Y | +47.7% | -6.8% | +54.5% | +46.6% |
| 3Y | +114.5% | -5.0% | +119.4% | +108.8% |
| 5Y | +141.2% | -3.0% | +144.3% | +129.9% |
| 10Y | +611.3% | +323.6% | +287.8% | +347.2% |
| All | +1,379.9% | +4,006.7% | -2,626.8% | +351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling