+872.8%
ADM vs CNI
+6,544.5%
-5,671.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.1% | +2.5% | -2.6% | -1.1% |
| 30D | +11.0% | -2.5% | +13.5% | +12.1% |
| 3M | +6.0% | +2.7% | +3.3% | +4.5% |
| 6M | +26.9% | +16.9% | +10.0% | +17.5% |
| YTD | +50.0% | +26.3% | +23.7% | +34.0% |
| 1Y | +39.6% | +31.1% | +8.5% | +22.4% |
| 3Y | +18.5% | +21.1% | -2.5% | +6.5% |
| 5Y | +62.6% | +11.0% | +51.5% | +50.0% |
| 10Y | +162.4% | +128.1% | +34.3% | +74.1% |
| All | +872.8% | +6,544.5% | -5,671.6% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling