+238.9%
CRM vs ADI
+670.4%
-431.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -2.9% | -0.2% |
| 7D | -4.4% | +4.6% | -9.0% | -6.3% |
| 30D | +28.1% | -1.2% | +29.3% | +28.5% |
| 3M | +48.8% | -7.8% | +56.6% | +51.3% |
| 6M | +28.3% | +19.3% | +8.9% | +11.6% |
| YTD | -6.0% | +40.9% | -46.9% | -25.6% |
| 1Y | +1.4% | +54.5% | -53.1% | -23.8% |
| 3Y | +11.8% | +123.4% | -111.6% | -35.2% |
| 5Y | -2.0% | +142.3% | -144.3% | -46.6% |
| All | +238.9% | +670.4% | -431.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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