+64.2%
ADM vs CNP
+73.1%
-8.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.6% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | +9.8% | -1.8% | +11.6% | +10.5% |
| 3M | +2.1% | -4.6% | +6.8% | +4.0% |
| 6M | +27.5% | -8.8% | +36.4% | +32.1% |
| YTD | +50.2% | +5.2% | +45.0% | +46.1% |
| 1Y | +40.6% | +8.3% | +32.3% | +34.9% |
| 3Y | +17.2% | +54.9% | -37.7% | -6.0% |
| All | +64.2% | +73.1% | -8.9% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling