+4,526.7%
ADI vs CSGP
+3,461.1%
+1,065.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.6% | -9.5% | -10.6% |
| 7D | -16.7% | +13.9% | -30.6% | -20.1% |
| 30D | -14.2% | +16.0% | -30.2% | -19.1% |
| 3M | -4.1% | +6.1% | -10.2% | -7.8% |
| 6M | -10.3% | -8.2% | -2.1% | -11.6% |
| YTD | +34.3% | -52.3% | +86.6% | +59.8% |
| 1Y | +54.9% | -54.5% | +109.4% | +86.8% |
| 3Y | +125.3% | -58.6% | +183.9% | +176.9% |
| 5Y | +113.1% | -61.5% | +174.6% | +162.9% |
| 10Y | +584.5% | +74.7% | +509.9% | +434.9% |
| All | +4,526.7% | +3,461.1% | +1,065.6% | +1,178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling