+146.7%
CI vs ADM
+159.6%
-13.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +3.8% | -2.5% | -0.2% |
| 30D | +4.4% | +9.8% | -5.3% | +0.5% |
| 3M | +0.7% | +2.1% | -1.5% | -0.6% |
| 6M | +0.3% | +27.5% | -27.2% | -9.9% |
| YTD | +3.8% | +50.2% | -46.4% | -13.1% |
| 1Y | -5.5% | +40.6% | -46.1% | -19.0% |
| 3Y | +8.1% | +17.2% | -9.1% | -2.6% |
| 5Y | +42.8% | +61.9% | -19.1% | +4.2% |
| All | +146.7% | +159.6% | -13.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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