+997.8%
ADI vs CNH
+46.6%
+951.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.9% | -2.3% | +4.2% |
| 7D | -4.4% | +8.6% | -13.0% | -7.3% |
| 30D | -2.8% | +12.6% | -15.4% | -7.4% |
| 3M | +1.5% | +17.5% | -16.0% | -6.1% |
| 6M | -4.7% | +18.1% | -22.8% | -12.6% |
| YTD | +46.8% | +40.4% | +6.4% | +24.8% |
| 1Y | +74.9% | +34.0% | +40.9% | +51.3% |
| 3Y | +147.4% | +35.3% | +112.2% | +109.5% |
| 5Y | +131.9% | -5.1% | +137.0% | +119.0% |
| 10Y | +630.6% | +124.0% | +506.5% | +382.8% |
| All | +997.8% | +46.6% | +951.2% | +626.6% |
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