+47.7%
ADI vs CMS
-0.5%
+48.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +2.4% | +1.2% | +1.2% | +2.7% |
| 30D | -6.6% | -3.2% | -3.4% | -7.1% |
| 3M | -9.8% | -2.2% | -7.6% | -11.5% |
| 6M | +15.7% | -9.4% | +25.1% | +14.3% |
| YTD | +35.1% | +0.7% | +34.4% | +34.3% |
| 1Y | +47.7% | +0.4% | +47.3% | +45.4% |
| All | +47.7% | -0.5% | +48.2% | +45.4% |
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