+170.0%
ADM vs CCJ
+1,097.2%
-927.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.3% |
| 7D | -0.1% | +5.9% | -6.0% | -0.8% |
| 30D | +11.0% | +4.7% | +6.3% | +10.2% |
| 3M | +6.0% | -3.3% | +9.3% | +6.0% |
| 6M | +26.9% | -7.0% | +34.0% | +26.8% |
| YTD | +50.0% | +11.5% | +38.6% | +45.6% |
| 1Y | +39.6% | +32.3% | +7.3% | +31.0% |
| 3Y | +18.5% | +176.8% | -158.3% | -4.3% |
| 5Y | +62.6% | +351.8% | -289.2% | +17.2% |
| All | +170.0% | +1,097.2% | -927.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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