+126.6%
ADM vs CFG
+216.2%
-89.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +4.2% | +3.2% | +1.0% | +3.2% |
| 30D | -12.8% | +5.1% | -18.0% | -14.2% |
| 3M | -8.5% | -11.2% | +2.8% | -5.3% |
| 6M | -10.9% | +9.6% | -20.5% | -13.9% |
| YTD | +29.4% | +15.0% | +14.5% | +22.5% |
| 1Y | +27.5% | +29.9% | -2.3% | +16.1% |
| 3Y | +10.3% | +192.1% | -181.8% | -25.6% |
| 5Y | +27.4% | +62.3% | -34.9% | +1.1% |
| All | +126.6% | +216.2% | -89.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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