+162.4%
ADM vs CNH
+152.9%
+9.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.4% | +1.6% |
| 7D | -0.1% | +8.8% | -8.9% | -2.8% |
| 30D | +11.0% | +24.7% | -13.6% | +3.1% |
| 3M | +6.0% | +27.3% | -21.3% | -2.7% |
| 6M | +26.9% | +23.2% | +3.8% | +16.7% |
| YTD | +50.0% | +48.9% | +1.1% | +29.2% |
| 1Y | +39.6% | +19.4% | +20.2% | +28.6% |
| 3Y | +18.5% | +7.8% | +10.8% | +10.0% |
| 5Y | +62.6% | +8.7% | +53.8% | +45.9% |
| 10Y | +162.4% | +149.5% | +12.9% | +87.2% |
| All | +162.4% | +152.9% | +9.5% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling