+163.6%
ADI vs CPNG
-76.7%
+240.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | +2.4% | -6.3% | +8.7% | +3.7% |
| 30D | -6.6% | -8.7% | +2.2% | -5.1% |
| 3M | -9.8% | -2.4% | -7.4% | -10.1% |
| 6M | +15.7% | -22.3% | +38.0% | +19.6% |
| YTD | +35.1% | -37.2% | +72.3% | +45.1% |
| 1Y | +47.7% | -53.0% | +100.7% | +67.8% |
| 3Y | +114.5% | -20.0% | +134.5% | +115.7% |
| 5Y | +141.2% | -52.8% | +194.0% | +139.1% |
| All | +163.6% | -76.7% | +240.3% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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