+316.8%
ADP vs CI
+166.5%
+150.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | +3.2% | -1.6% | +4.8% | +3.7% |
| 30D | +14.9% | +5.4% | +9.5% | +13.1% |
| 3M | +11.6% | +7.3% | +4.4% | +9.1% |
| 6M | +48.5% | +5.3% | +43.2% | +45.5% |
| YTD | +20.6% | +8.5% | +12.1% | +16.6% |
| 1Y | +23.7% | +17.1% | +6.6% | +16.6% |
| 3Y | +47.8% | +1.4% | +46.4% | +41.0% |
| 5Y | +47.7% | +50.5% | -2.8% | +19.5% |
| All | +316.8% | +166.5% | +150.3% | +188.9% |
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