+141.2%
ADI vs CMS
+23.4%
+117.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.4% | +0.4% | +0.1% | +0.4% |
| 30D | -3.8% | -3.6% | -0.2% | -3.3% |
| 3M | -15.3% | -1.9% | -13.3% | -15.5% |
| 6M | +6.7% | -11.0% | +17.7% | +8.3% |
| YTD | +34.8% | +0.2% | +34.6% | +33.8% |
| 1Y | +49.0% | -1.3% | +50.3% | +48.2% |
| 3Y | +108.1% | +35.9% | +72.1% | +89.5% |
| All | +141.2% | +23.4% | +117.8% | +125.8% |
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