+5,676.4%
CRM vs ADI
+1,191.1%
+4,485.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -5.0% | +2.6% | -7.6% | -6.4% |
| 30D | +23.6% | -4.6% | +28.2% | +26.6% |
| 3M | +39.6% | -9.5% | +49.1% | +43.7% |
| 6M | +23.4% | +14.8% | +8.6% | +6.7% |
| YTD | -7.4% | +35.8% | -43.2% | -28.4% |
| 1Y | -2.3% | +48.9% | -51.3% | -29.1% |
| 3Y | +10.5% | +115.6% | -105.0% | -40.6% |
| 5Y | -4.7% | +135.1% | -139.8% | -52.3% |
| 10Y | +234.7% | +636.4% | -401.7% | -29.3% |
| All | +5,676.4% | +1,191.1% | +4,485.2% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling