+64.2%
ADM vs CRL
-35.5%
+99.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.4% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | +9.8% | +10.7% | -0.9% | +8.5% |
| 3M | +2.1% | +55.3% | -53.2% | -3.0% |
| 6M | +27.5% | +60.7% | -33.1% | +20.0% |
| YTD | +50.2% | +44.6% | +5.6% | +43.1% |
| 1Y | +40.6% | +77.7% | -37.2% | +30.2% |
| 3Y | +17.2% | +37.6% | -20.4% | +9.8% |
| All | +64.2% | -35.5% | +99.7% | +55.0% |
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