+113.6%
ADI vs CPB
-31.0%
+144.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -12.8% | +8.0% | -20.8% | -12.6% |
| 30D | -11.3% | +22.4% | -33.7% | -10.8% |
| 3M | -3.4% | +3.8% | -7.2% | -2.9% |
| 6M | -12.0% | +13.7% | -25.7% | -11.8% |
| YTD | +35.3% | -11.7% | +47.0% | +36.8% |
| 1Y | +58.1% | -18.1% | +76.2% | +60.3% |
| 3Y | +127.4% | -34.7% | +162.1% | +131.6% |
| All | +113.6% | -31.0% | +144.6% | +127.9% |
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