+18.5%
ADM vs CLBK
+55.4%
-36.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.2% |
| 30D | +11.0% | +7.8% | +3.3% | +10.2% |
| 3M | +6.0% | +23.9% | -17.9% | +3.9% |
| 6M | +26.9% | +42.3% | -15.4% | +22.6% |
| YTD | +50.0% | +65.4% | -15.4% | +42.5% |
| 1Y | +39.6% | +70.3% | -30.7% | +32.1% |
| 3Y | +18.5% | +54.5% | -35.9% | +7.9% |
| All | +18.5% | +55.4% | -36.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling