+95.2%
ADM vs CFG
+362.1%
-267.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +2.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | -11.8% | +3.1% | -14.9% | -12.7% |
| 3M | -11.3% | -9.7% | -1.6% | -8.6% |
| 6M | -10.0% | +6.7% | -16.7% | -12.4% |
| YTD | +25.9% | +15.2% | +10.7% | +19.0% |
| 1Y | +26.7% | +28.8% | -2.1% | +15.3% |
| 3Y | +8.1% | +190.1% | -181.9% | -27.4% |
| 5Y | +23.5% | +63.4% | -39.9% | -2.7% |
| 10Y | +128.2% | +219.8% | -91.5% | +27.1% |
| All | +95.2% | +362.1% | -267.0% | -6.4% |
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