+114.3%
ADI vs CMS
+32.6%
+81.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -12.8% | -1.3% | -11.5% | -12.7% |
| 30D | -11.3% | +6.3% | -17.7% | -12.2% |
| 3M | -3.4% | -2.1% | -1.3% | -3.1% |
| 6M | -12.0% | -5.1% | -6.9% | -11.7% |
| YTD | +35.3% | +1.3% | +34.0% | +34.0% |
| 1Y | +58.1% | -1.4% | +59.5% | +57.3% |
| 3Y | +127.4% | +36.9% | +90.4% | +105.7% |
| All | +114.3% | +32.6% | +81.7% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling