+1,561.3%
ADM vs CNP
+1,874.4%
-313.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -9.0% | -4.2% | -4.8% | -8.1% |
| 30D | -14.0% | +5.5% | -19.5% | -15.1% |
| 3M | -9.2% | +0.6% | -9.7% | -9.4% |
| 6M | -9.2% | -2.8% | -6.3% | -8.7% |
| YTD | +24.2% | +7.9% | +16.4% | +21.6% |
| 1Y | +27.0% | +6.7% | +20.3% | +24.6% |
| 3Y | +6.6% | +61.1% | -54.5% | -5.7% |
| 5Y | +25.0% | +73.0% | -48.0% | +8.6% |
| 10Y | +100.2% | +141.9% | -41.6% | +56.7% |
| All | +1,561.3% | +1,874.4% | -313.1% | +651.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling