+907.6%
ADI vs CNH
+64.7%
+842.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | 0.0% |
| 7D | +0.4% | +23.3% | -22.9% | -8.0% |
| 30D | -3.8% | +33.5% | -37.3% | -15.0% |
| 3M | -15.3% | +32.7% | -48.0% | -25.3% |
| 6M | +6.7% | +22.2% | -15.5% | -3.2% |
| YTD | +34.8% | +57.7% | -22.9% | +10.0% |
| 1Y | +49.0% | +28.0% | +21.0% | +32.0% |
| 3Y | +108.1% | +11.5% | +96.5% | +89.9% |
| 5Y | +142.4% | +11.9% | +130.6% | +115.5% |
| 10Y | +589.9% | +162.8% | +427.1% | +332.4% |
| All | +907.6% | +64.7% | +842.9% | +540.1% |
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