+128.2%
ADM vs CNH
+113.9%
+14.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.5% | +1.8% |
| 7D | +0.1% | +6.7% | -6.5% | -2.1% |
| 30D | -11.8% | +7.2% | -19.0% | -14.0% |
| 3M | -11.3% | +17.5% | -28.8% | -16.6% |
| 6M | -10.0% | +15.0% | -25.0% | -15.6% |
| YTD | +25.9% | +36.8% | -10.9% | +10.5% |
| 1Y | +26.7% | +27.6% | -1.0% | +13.4% |
| 3Y | +8.1% | +34.3% | -26.2% | -7.7% |
| 5Y | +23.5% | -12.2% | +35.7% | +18.2% |
| 10Y | +128.2% | +113.9% | +14.3% | +70.8% |
| All | +128.2% | +113.9% | +14.3% | +70.8% |
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