+24.9%
ADM vs CAG
-38.8%
+63.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.8% | +4.6% | -12.4% | -9.0% |
| 30D | -12.6% | +14.7% | -27.2% | -15.9% |
| 3M | -8.2% | +2.4% | -10.6% | -9.2% |
| 6M | -8.9% | +10.7% | -19.6% | -12.3% |
| YTD | +24.0% | -5.5% | +29.5% | +24.6% |
| 1Y | +26.2% | -4.6% | +30.7% | +26.3% |
| 3Y | +7.0% | -34.4% | +41.4% | +20.7% |
| 5Y | +24.9% | -39.2% | +64.0% | +42.6% |
| All | +24.9% | -38.8% | +63.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling