+64.2%
ADM vs CPB
-39.5%
+103.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.1% |
| 7D | +3.8% | -8.6% | +12.4% | +5.9% |
| 30D | +9.8% | -7.2% | +17.0% | +11.5% |
| 3M | +2.1% | +0.9% | +1.2% | +1.0% |
| 6M | +27.5% | -11.8% | +39.3% | +30.6% |
| YTD | +50.2% | -19.4% | +69.6% | +57.7% |
| 1Y | +40.6% | -30.4% | +71.0% | +54.3% |
| 3Y | +17.2% | -40.2% | +57.4% | +34.0% |
| All | +64.2% | -39.5% | +103.7% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling