+313.7%
ADP vs CI
+158.0%
+155.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +11.5% | +4.7% | +6.8% | +9.9% |
| 3M | +12.0% | +5.2% | +6.8% | +10.2% |
| 6M | +43.8% | +3.8% | +40.0% | +41.5% |
| YTD | +20.1% | +9.2% | +10.8% | +15.8% |
| 1Y | +22.3% | +14.3% | +8.0% | +16.2% |
| 3Y | +43.3% | +8.4% | +34.8% | +33.4% |
| 5Y | +47.3% | +50.0% | -2.7% | +19.3% |
| 10Y | +313.7% | +142.2% | +171.5% | +182.6% |
| All | +313.7% | +158.0% | +155.7% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling