+5,263.9%
ADI vs CNI
+6,494.7%
-1,230.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.9% |
| 7D | +2.6% | +0.9% | +1.8% | +2.2% |
| 30D | -4.6% | -2.1% | -2.5% | -3.6% |
| 3M | -9.5% | +1.8% | -11.3% | -10.8% |
| 6M | +14.8% | +14.8% | 0.0% | +6.0% |
| YTD | +35.8% | +25.4% | +10.4% | +19.3% |
| 1Y | +48.9% | +32.9% | +16.0% | +26.7% |
| 3Y | +115.6% | +20.2% | +95.4% | +92.9% |
| 5Y | +135.1% | +12.2% | +122.9% | +116.8% |
| 10Y | +636.4% | +136.0% | +500.4% | +361.9% |
| All | +5,263.9% | +6,494.7% | -1,230.7% | +640.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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