+128.2%
ADM vs CPB
-40.1%
+168.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.6% |
| 7D | +0.1% | -4.1% | +4.2% | +1.0% |
| 30D | -11.8% | +16.9% | -28.7% | -15.0% |
| 3M | -11.3% | -0.6% | -10.7% | -11.6% |
| 6M | -10.0% | +11.4% | -21.4% | -13.2% |
| YTD | +25.9% | -14.8% | +40.7% | +29.3% |
| 1Y | +26.7% | -24.8% | +51.4% | +34.2% |
| 3Y | +8.1% | -36.6% | +44.8% | +18.9% |
| 5Y | +23.5% | -33.3% | +56.9% | +33.6% |
| 10Y | +128.2% | -40.4% | +168.6% | +144.3% |
| All | +128.2% | -40.1% | +168.4% | +144.3% |
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