+102.6%
ADM vs CFG
+248.3%
-145.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.1% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | -12.6% | +3.2% | -15.8% | -13.5% |
| 3M | -8.2% | -9.7% | +1.5% | -5.6% |
| 6M | -8.9% | +3.6% | -12.5% | -10.5% |
| YTD | +24.0% | +14.7% | +9.3% | +17.5% |
| 1Y | +26.2% | +29.6% | -3.4% | +14.9% |
| 3Y | +7.0% | +190.6% | -183.6% | -27.6% |
| 5Y | +24.9% | +67.1% | -42.2% | -1.8% |
| 10Y | +102.6% | +237.0% | -134.4% | +20.1% |
| All | +102.6% | +248.3% | -145.6% | +20.1% |
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