+141.2%
ADI vs CVE
+317.2%
-176.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +0.4% | +2.5% | -2.1% | -0.1% |
| 30D | -3.8% | +16.7% | -20.5% | -7.1% |
| 3M | -15.3% | +9.3% | -24.5% | -17.2% |
| 6M | +6.7% | +43.6% | -36.9% | -2.9% |
| YTD | +34.8% | +93.6% | -58.8% | +13.6% |
| 1Y | +49.0% | +98.8% | -49.7% | +24.3% |
| 3Y | +108.1% | +73.6% | +34.5% | +72.2% |
| All | +141.2% | +317.2% | -176.0% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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