+131.9%
ADI vs CSGP
-62.4%
+194.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.3% | +6.3% | +8.0% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | -2.8% | +5.3% | -8.1% | -5.2% |
| 3M | +1.5% | +3.3% | -1.8% | -1.2% |
| 6M | -4.7% | -4.7% | 0.0% | -6.4% |
| YTD | +46.8% | -53.5% | +100.4% | +87.5% |
| 1Y | +74.9% | -53.7% | +128.6% | +123.3% |
| 3Y | +147.4% | -59.7% | +207.2% | +227.8% |
| 5Y | +131.9% | -62.5% | +194.4% | +213.5% |
| All | +131.9% | -62.4% | +194.3% | +213.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling