+651.5%
ADI vs CRH
+253.3%
+398.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.8% | +4.3% |
| 7D | +4.6% | -6.1% | +10.6% | +8.0% |
| 30D | -1.2% | -9.3% | +8.1% | +3.9% |
| 3M | -7.8% | -15.2% | +7.4% | 0.0% |
| 6M | +19.3% | -14.2% | +33.5% | +28.1% |
| YTD | +40.9% | -28.3% | +69.2% | +65.6% |
| 1Y | +54.5% | -21.8% | +76.3% | +72.7% |
| 3Y | +123.4% | +71.6% | +51.8% | +58.4% |
| 5Y | +142.3% | +96.6% | +45.7% | +55.6% |
| All | +651.5% | +253.3% | +398.2% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling