+100.0%
ADM vs CLBK
+63.6%
+36.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | +0.1% | +2.2% | -2.0% | -0.5% |
| 30D | -11.8% | +5.0% | -16.8% | -13.1% |
| 3M | -11.3% | +3.3% | -14.6% | -12.3% |
| 6M | -10.0% | +29.6% | -39.6% | -17.2% |
| YTD | +25.9% | +62.1% | -36.2% | +7.6% |
| 1Y | +26.7% | +64.3% | -37.7% | +7.7% |
| 3Y | +8.1% | +55.6% | -47.5% | -10.8% |
| 5Y | +23.5% | +29.3% | -5.8% | +3.7% |
| All | +100.0% | +63.6% | +36.4% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling