+318.8%
ADP vs CI
+149.2%
+169.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | +11.9% | +6.4% | +5.5% | +9.7% |
| 3M | +13.7% | +10.7% | +3.1% | +10.1% |
| 6M | +46.8% | +5.5% | +41.3% | +43.7% |
| YTD | +21.8% | +11.4% | +10.4% | +16.7% |
| 1Y | +23.5% | +15.0% | +8.5% | +17.2% |
| 3Y | +44.1% | +9.0% | +35.1% | +34.1% |
| 5Y | +49.9% | +52.0% | -2.1% | +20.8% |
| 10Y | +318.8% | +150.9% | +167.8% | +183.0% |
| All | +318.8% | +149.2% | +169.6% | +183.0% |
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