+141.2%
ADI vs CNH
+11.5%
+129.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.1% |
| 7D | +0.4% | +23.3% | -22.9% | -8.7% |
| 30D | -3.8% | +33.5% | -37.3% | -16.0% |
| 3M | -15.3% | +32.7% | -48.0% | -26.2% |
| 6M | +6.7% | +22.2% | -15.5% | -4.1% |
| YTD | +34.8% | +57.7% | -22.9% | +7.4% |
| 1Y | +49.0% | +28.0% | +21.0% | +30.2% |
| 3Y | +108.1% | +11.5% | +96.5% | +87.7% |
| All | +141.2% | +11.5% | +129.7% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling