+113.1%
ADI vs CMI
+147.2%
-34.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.5% |
| 7D | +1.3% | +0.8% | +0.5% | +0.8% |
| 30D | -6.0% | -12.8% | +6.8% | +2.1% |
| 3M | -7.7% | -12.4% | +4.7% | 0.0% |
| 6M | +14.0% | -0.9% | +14.8% | +14.8% |
| YTD | +34.4% | +8.9% | +25.5% | +26.2% |
| 1Y | +48.0% | +37.7% | +10.3% | +19.3% |
| All | +113.1% | +147.2% | -34.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling