+77.5%
ADI vs CMS
-2.8%
+80.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +0.7% | -1.1% | +1.8% | +0.4% |
| 30D | +0.7% | +6.6% | -5.9% | +1.9% |
| 3M | +6.5% | +0.8% | +5.7% | +6.9% |
| 6M | -2.7% | -3.3% | +0.7% | -3.7% |
| YTD | +52.2% | +2.7% | +49.5% | +49.4% |
| 1Y | +77.5% | -4.0% | +81.5% | +79.1% |
| All | +77.5% | -2.8% | +80.3% | +79.1% |
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 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