+162.4%
ADM vs CFG
+313.6%
-151.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -0.1% | +2.7% | -2.7% | -0.9% |
| 30D | +11.0% | -3.7% | +14.7% | +12.2% |
| 3M | +6.0% | +9.5% | -3.5% | +2.8% |
| 6M | +26.9% | +22.2% | +4.7% | +18.6% |
| YTD | +50.0% | +22.3% | +27.7% | +39.6% |
| 1Y | +39.6% | +39.4% | +0.1% | +24.3% |
| 3Y | +18.5% | +188.5% | -170.0% | -19.5% |
| 5Y | +62.6% | +101.5% | -39.0% | +20.1% |
| 10Y | +162.4% | +308.6% | -146.2% | +46.9% |
| All | +162.4% | +313.6% | -151.2% | +46.9% |
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