+21.3%
ADM vs CVE
+73.4%
-52.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.6% | +8.0% | +2.4% |
| 7D | -8.3% | -12.1% | +3.8% | -5.1% |
| 30D | -14.1% | -9.8% | -4.3% | -11.9% |
| 3M | -10.7% | -0.7% | -10.0% | -11.1% |
| 6M | -5.9% | -4.3% | -1.6% | -5.8% |
| YTD | +25.8% | +70.6% | -44.8% | +5.8% |
| 1Y | +21.3% | +73.2% | -51.9% | +2.0% |
| All | +21.3% | +73.4% | -52.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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