+7.3%
ADM vs CRS
+363.7%
-356.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.2% |
| 7D | +0.1% | +4.4% | -4.3% | -0.1% |
| 30D | -11.8% | -19.1% | +7.3% | -11.1% |
| 3M | -11.3% | -43.2% | +31.9% | -9.2% |
| 6M | -10.0% | -28.9% | +18.9% | -9.1% |
| YTD | +25.9% | -3.0% | +28.9% | +25.0% |
| 1Y | +26.7% | -5.3% | +32.0% | +25.8% |
| All | +7.3% | +363.7% | -356.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling