+317.2%
ADP vs CI
+145.6%
+171.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +0.3% | -1.7% | +2.0% | +0.8% |
| 30D | +11.6% | +4.9% | +6.7% | +10.0% |
| 3M | +15.1% | +7.4% | +7.7% | +12.5% |
| 6M | +46.0% | +0.4% | +45.7% | +45.3% |
| YTD | +22.4% | +9.5% | +12.9% | +18.0% |
| 1Y | +24.5% | +12.0% | +12.5% | +19.1% |
| 3Y | +44.8% | +7.1% | +37.7% | +35.5% |
| 5Y | +49.1% | +49.3% | -0.3% | +20.9% |
| All | +317.2% | +145.6% | +171.6% | +185.1% |
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