-3.4%
ADI vs CMS
-3.5%
+0.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | 0.0% |
| 7D | -12.8% | -1.3% | -11.5% | -13.1% |
| 30D | -11.3% | +6.3% | -17.7% | -11.6% |
| 3M | -3.4% | -2.1% | -1.3% | -1.7% |
| All | -3.4% | -3.5% | +0.1% | -1.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling