+28.4%
ADM vs CRL
+111.4%
-83.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.1% |
| 7D | -7.8% | +4.4% | -12.2% | -7.8% |
| 30D | -12.6% | +17.1% | -29.7% | -12.6% |
| 3M | -8.2% | +32.1% | -40.3% | -8.5% |
| 6M | -8.9% | +98.9% | -107.8% | -10.5% |
| YTD | +24.0% | +77.1% | -53.1% | +25.0% |
| All | +28.4% | +111.4% | -83.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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