+141.2%
ADI vs CPB
-38.5%
+179.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.3% |
| 7D | +2.4% | -8.2% | +10.7% | +2.4% |
| 30D | -6.6% | -5.6% | -1.0% | -6.6% |
| 3M | -9.8% | +3.0% | -12.8% | -9.9% |
| 6M | +15.7% | -12.7% | +28.4% | +16.2% |
| YTD | +35.1% | -18.0% | +53.1% | +36.1% |
| 1Y | +47.7% | -31.7% | +79.4% | +50.0% |
| 3Y | +114.5% | -41.0% | +155.4% | +117.9% |
| 5Y | +141.2% | -38.4% | +179.6% | +148.3% |
| All | +141.2% | -38.5% | +179.8% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling