+39.6%
ADM vs CPB
-31.9%
+71.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -0.1% | -8.2% | +8.2% | +0.2% |
| 30D | +11.0% | -5.6% | +16.6% | +11.2% |
| 3M | +6.0% | +3.0% | +3.0% | +5.4% |
| 6M | +26.9% | -12.7% | +39.6% | +28.5% |
| YTD | +50.0% | -18.0% | +68.0% | +52.6% |
| 1Y | +39.6% | -31.7% | +71.3% | +47.3% |
| All | +39.6% | -31.9% | +71.5% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling