+37,360.5%
ADI vs CMI
+19,556.0%
+17,804.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | -4.6% | -12.3% | +7.7% | +0.6% |
| 3M | -9.5% | -16.8% | +7.3% | -2.5% |
| 6M | +14.8% | +1.5% | +13.3% | +14.3% |
| YTD | +35.8% | +9.8% | +26.0% | +30.3% |
| 1Y | +48.9% | +42.6% | +6.4% | +28.1% |
| 3Y | +115.6% | +151.0% | -35.4% | +47.3% |
| 5Y | +135.1% | +167.0% | -31.9% | +56.2% |
| 10Y | +636.4% | +512.2% | +124.3% | +249.8% |
| All | +37,360.5% | +19,556.0% | +17,804.5% | +3,452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling