+126.6%
ADM vs CNH
+106.0%
+20.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +4.2% | +3.0% | +1.2% | +2.9% |
| 30D | -12.8% | -0.6% | -12.3% | -13.0% |
| 3M | -8.5% | +14.6% | -23.1% | -13.3% |
| 6M | -10.9% | +11.8% | -22.7% | -15.8% |
| YTD | +29.4% | +30.4% | -1.0% | +15.1% |
| 1Y | +27.5% | +19.1% | +8.5% | +16.7% |
| 3Y | +10.3% | +30.2% | -19.8% | -5.0% |
| 5Y | +27.4% | -17.8% | +45.2% | +24.4% |
| All | +126.6% | +106.0% | +20.6% | +70.5% |
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