+92.6%
ADM vs CFG
+347.0%
-254.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -9.0% | -0.9% | -8.1% | -8.8% |
| 30D | -14.0% | +1.1% | -15.0% | -14.3% |
| 3M | -9.2% | -12.0% | +2.8% | -5.7% |
| 6M | -9.2% | -2.2% | -6.9% | -9.1% |
| YTD | +24.2% | +11.4% | +12.8% | +18.6% |
| 1Y | +27.0% | +27.8% | -0.9% | +15.8% |
| 3Y | +6.6% | +173.3% | -166.7% | -27.0% |
| 5Y | +25.0% | +62.4% | -37.5% | -1.5% |
| 10Y | +100.2% | +249.6% | -149.3% | +7.2% |
| All | +92.6% | +347.0% | -254.5% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling