+911.3%
ADI vs CNH
+32.2%
+879.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.4% |
| 7D | -12.8% | -1.7% | -11.1% | -12.1% |
| 30D | -11.3% | -7.2% | -4.1% | -8.9% |
| 3M | -3.4% | +6.5% | -9.9% | -7.1% |
| 6M | -12.0% | +7.9% | -19.9% | -16.4% |
| YTD | +35.3% | +26.6% | +8.7% | +19.8% |
| 1Y | +58.1% | +13.8% | +44.3% | +45.9% |
| 3Y | +127.4% | +9.2% | +118.2% | +108.7% |
| 5Y | +114.6% | -15.6% | +130.2% | +112.2% |
| 10Y | +589.3% | +119.2% | +470.1% | +365.0% |
| All | +911.3% | +32.2% | +879.1% | +597.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling