+630.6%
ADI vs CMS
+127.7%
+502.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.0% | +8.4% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | -2.8% | +7.1% | -9.9% | -4.8% |
| 3M | +1.5% | -1.3% | +2.8% | +1.7% |
| 6M | -4.7% | -2.7% | -2.0% | -4.6% |
| YTD | +46.8% | +2.6% | +44.2% | +44.4% |
| 1Y | +74.9% | -2.0% | +76.9% | +74.4% |
| 3Y | +147.4% | +39.6% | +107.8% | +115.7% |
| 5Y | +131.9% | +35.3% | +96.6% | +101.5% |
| 10Y | +630.6% | +132.3% | +498.2% | +495.1% |
| All | +630.6% | +127.7% | +502.9% | +495.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling