+176.6%
ADM vs CPB
-44.2%
+220.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.3% |
| 7D | +1.4% | -8.0% | +9.4% | +3.3% |
| 30D | +8.2% | -2.4% | +10.6% | +8.6% |
| 3M | +8.7% | +0.5% | +8.2% | +7.9% |
| 6M | +29.1% | -10.5% | +39.5% | +31.4% |
| YTD | +53.7% | -17.5% | +71.2% | +59.4% |
| 1Y | +43.2% | -31.0% | +74.3% | +55.3% |
| 3Y | +21.4% | -40.6% | +62.0% | +35.9% |
| 5Y | +67.1% | -37.7% | +104.8% | +84.0% |
| 10Y | +176.6% | -43.4% | +220.0% | +200.9% |
| All | +176.6% | -44.2% | +220.8% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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