+26.3%
ADM vs CRL
-10.4%
+36.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -1.5% |
| 7D | -9.0% | -6.1% | -2.9% | -8.5% |
| 30D | -14.0% | +12.4% | -26.4% | -15.3% |
| 3M | -9.2% | +27.1% | -36.3% | -11.9% |
| 6M | -9.2% | +85.7% | -94.9% | -16.1% |
| YTD | +24.2% | +69.2% | -45.0% | +15.6% |
| 1Y | +27.0% | +97.5% | -70.6% | +15.7% |
| 3Y | +6.6% | +86.1% | -79.5% | -4.5% |
| All | +26.3% | -10.4% | +36.7% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling