+79.3%
ADI vs CMS
+1.4%
+77.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -2.9% |
| 7D | -5.1% | +4.1% | -9.2% | -4.2% |
| 30D | -3.1% | +10.9% | -13.9% | -1.1% |
| 3M | +7.1% | -0.2% | +7.4% | +7.4% |
| 6M | +2.9% | -4.7% | +7.6% | +2.7% |
| YTD | +51.1% | +3.9% | +47.2% | +50.1% |
| 1Y | +79.3% | +0.4% | +79.0% | +78.6% |
| All | +79.3% | +1.4% | +77.9% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling