+138.3%
ADI vs CNC
+10.7%
+127.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.7% |
| 7D | +4.6% | -0.9% | +5.5% | +4.6% |
| 30D | -1.2% | -1.0% | -0.2% | -1.1% |
| 3M | -7.8% | +4.5% | -12.3% | -8.3% |
| 6M | +19.3% | +85.2% | -65.9% | +11.7% |
| YTD | +40.9% | +61.4% | -20.5% | +33.4% |
| 1Y | +54.5% | +94.9% | -40.4% | +43.3% |
| 3Y | +123.4% | 0.0% | +123.4% | +117.9% |
| All | +138.3% | +10.7% | +127.5% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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