+113.9%
ADI vs CPB
-41.6%
+155.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.6% |
| 7D | +0.4% | -8.6% | +9.0% | +0.4% |
| 30D | -3.8% | -7.2% | +3.4% | -3.9% |
| 3M | -15.3% | +0.9% | -16.1% | -15.4% |
| 6M | +6.7% | -11.8% | +18.5% | +7.2% |
| YTD | +34.8% | -19.4% | +54.2% | +36.1% |
| 1Y | +49.0% | -30.4% | +79.4% | +52.0% |
| All | +113.9% | -41.6% | +155.4% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling