+132.8%
ADM vs CFG
+396.4%
-263.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +3.8% | +1.5% | +2.2% | +3.2% |
| 30D | +9.8% | -3.8% | +13.6% | +11.0% |
| 3M | +2.1% | +11.5% | -9.4% | -1.6% |
| 6M | +27.5% | +19.2% | +8.3% | +19.8% |
| YTD | +50.2% | +23.7% | +26.5% | +39.0% |
| 1Y | +40.6% | +38.8% | +1.7% | +24.9% |
| 3Y | +17.2% | +178.9% | -161.7% | -20.3% |
| 5Y | +61.9% | +101.8% | -39.9% | +18.6% |
| 10Y | +159.3% | +317.3% | -158.0% | +30.5% |
| All | +132.8% | +396.4% | -263.5% | +9.3% |
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 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