+138.3%
ADI vs CMI
+164.8%
-26.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.6% | +4.1% |
| 7D | +4.6% | -0.7% | +5.3% | +5.0% |
| 30D | -1.2% | -12.4% | +11.2% | +7.2% |
| 3M | -7.8% | -14.8% | +7.0% | +1.6% |
| 6M | +19.3% | +0.8% | +18.5% | +18.7% |
| YTD | +40.9% | +10.2% | +30.7% | +31.1% |
| 1Y | +54.5% | +37.4% | +17.1% | +24.3% |
| 3Y | +123.4% | +153.3% | -29.9% | +19.8% |
| All | +138.3% | +164.8% | -26.5% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling