+21.3%
ADM vs CNI
+37.5%
-16.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | -8.3% | +3.7% | -12.0% | -8.6% |
| 30D | -14.1% | +8.1% | -22.2% | -14.8% |
| 3M | -10.7% | +1.9% | -12.6% | -10.9% |
| 6M | -5.9% | +19.2% | -25.1% | -7.9% |
| YTD | +25.8% | +32.7% | -7.0% | +18.4% |
| 1Y | +21.3% | +37.0% | -15.7% | +13.9% |
| All | +21.3% | +37.5% | -16.3% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling