+133.8%
ADI vs CSGP
-62.5%
+196.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.6% | -3.4% |
| 7D | +9.5% | +1.3% | +8.1% | +9.1% |
| 30D | -1.4% | +2.8% | -4.2% | -3.2% |
| 3M | +4.7% | -6.3% | +11.0% | +4.9% |
| 6M | -7.4% | -3.2% | -4.3% | -9.7% |
| YTD | +48.1% | -54.0% | +102.0% | +89.4% |
| 1Y | +69.6% | -54.8% | +124.5% | +118.4% |
| 3Y | +144.4% | -60.6% | +204.9% | +225.8% |
| All | +133.8% | -62.5% | +196.3% | +217.0% |
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