+636.4%
ADI vs CNH
+157.1%
+479.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | +2.6% | +1.8% | +0.8% | +1.7% |
| 30D | -4.6% | +32.6% | -37.3% | -16.6% |
| 3M | -9.5% | +29.4% | -38.9% | -20.5% |
| 6M | +14.8% | +26.0% | -11.1% | +1.6% |
| YTD | +35.8% | +52.2% | -16.4% | +10.1% |
| 1Y | +48.9% | +23.9% | +25.1% | +32.0% |
| 3Y | +115.6% | +10.1% | +105.4% | +95.5% |
| 5Y | +135.1% | +13.2% | +121.9% | +104.1% |
| 10Y | +636.4% | +160.7% | +475.8% | +351.5% |
| All | +636.4% | +157.1% | +479.3% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling