+123.0%
ADM vs CFG
+221.6%
-98.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | -13.3% | +2.8% | -16.0% | -14.0% |
| 3M | -13.4% | -10.1% | -3.3% | -10.7% |
| 6M | -9.6% | +3.2% | -12.8% | -11.1% |
| YTD | +23.0% | +14.2% | +8.8% | +16.7% |
| 1Y | +27.4% | +27.4% | 0.0% | +16.6% |
| 3Y | +5.7% | +187.6% | -181.9% | -28.4% |
| 5Y | +22.1% | +65.7% | -43.6% | -3.9% |
| All | +123.0% | +221.6% | -98.6% | +28.3% |
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