+37,071.2%
ADI vs CMS
+457.8%
+36,613.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.4% | +0.4% | +0.1% | +0.3% |
| 30D | -3.8% | -3.6% | -0.2% | -2.8% |
| 3M | -15.3% | -1.9% | -13.3% | -15.2% |
| 6M | +6.7% | -11.0% | +17.7% | +9.6% |
| YTD | +34.8% | +0.2% | +34.6% | +34.0% |
| 1Y | +49.0% | -1.3% | +50.3% | +48.5% |
| 3Y | +108.1% | +35.9% | +72.1% | +87.7% |
| 5Y | +142.4% | +23.1% | +119.3% | +123.0% |
| 10Y | +589.9% | +117.9% | +472.0% | +435.4% |
| All | +37,071.2% | +457.8% | +36,613.4% | +17,439.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling