+67.2%
ADM vs CNI
+11.3%
+55.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | +8.7% | -3.5% | +12.2% | +10.1% |
| 3M | +7.6% | +2.2% | +5.4% | +6.4% |
| 6M | +26.9% | +15.1% | +11.8% | +18.7% |
| YTD | +54.3% | +24.7% | +29.6% | +39.0% |
| 1Y | +45.7% | +33.4% | +12.3% | +27.1% |
| 3Y | +21.9% | +19.5% | +2.4% | +10.5% |
| 5Y | +67.2% | +12.6% | +54.6% | +53.5% |
| All | +67.2% | +11.3% | +55.9% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling