+114.3%
ADI vs CNH
-14.7%
+128.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.5% |
| 7D | -12.8% | -1.7% | -11.1% | -12.1% |
| 30D | -11.3% | -7.2% | -4.1% | -8.7% |
| 3M | -3.4% | +6.5% | -9.9% | -7.6% |
| 6M | -12.0% | +7.9% | -19.9% | -17.0% |
| YTD | +35.3% | +26.6% | +8.7% | +17.6% |
| 1Y | +58.1% | +13.8% | +44.3% | +44.0% |
| 3Y | +127.4% | +9.2% | +118.2% | +105.3% |
| All | +114.3% | -14.7% | +128.9% | +108.3% |
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