+125.8%
ADI vs CSGP
-58.5%
+184.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.6% | -9.5% | -11.0% |
| 7D | -16.7% | +13.9% | -30.6% | -17.9% |
| 30D | -14.2% | +16.0% | -30.2% | -16.5% |
| 3M | -4.1% | +6.1% | -10.2% | -5.8% |
| 6M | -10.3% | -8.2% | -2.1% | -9.3% |
| YTD | +34.3% | -52.3% | +86.6% | +69.9% |
| 1Y | +54.9% | -54.5% | +109.4% | +99.8% |
| All | +125.8% | -58.5% | +184.2% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 3y: compounded portfolio wealth divided by compounded CSGP 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…
3y analysis · Full analysis span regression · 6 months rolling