+651.5%
ADI vs CRS
+1,392.1%
-740.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.2% |
| 7D | +4.6% | -6.8% | +11.3% | +6.7% |
| 30D | -1.2% | -16.1% | +15.0% | +4.1% |
| 3M | -7.8% | -21.2% | +13.4% | -1.3% |
| 6M | +19.3% | +8.7% | +10.7% | +15.5% |
| YTD | +40.9% | +41.0% | -0.1% | +25.3% |
| 1Y | +54.5% | +82.7% | -28.2% | +25.4% |
| 3Y | +123.4% | +604.8% | -481.4% | +17.2% |
| 5Y | +142.3% | +1,384.7% | -1,242.4% | -3.1% |
| All | +651.5% | +1,392.1% | -740.6% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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