+176.6%
ADM vs CNP
+132.2%
+44.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +8.2% | -0.1% | +8.3% | +8.2% |
| 3M | +8.7% | -5.6% | +14.3% | +11.1% |
| 6M | +29.1% | -7.5% | +36.6% | +32.7% |
| YTD | +53.7% | +5.5% | +48.2% | +49.7% |
| 1Y | +43.2% | +8.3% | +34.9% | +37.9% |
| 3Y | +21.4% | +51.8% | -30.4% | +0.7% |
| 5Y | +67.1% | +69.9% | -2.8% | +31.7% |
| 10Y | +176.6% | +139.9% | +36.6% | +82.0% |
| All | +176.6% | +132.2% | +44.3% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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