+128.2%
ADM vs CVE
+144.4%
-16.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.3% | +1.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -11.8% | -10.8% | -1.0% | -9.9% |
| 3M | -11.3% | -4.3% | -7.0% | -10.7% |
| 6M | -10.0% | -1.5% | -8.6% | -10.2% |
| YTD | +25.9% | +70.7% | -44.8% | +12.2% |
| 1Y | +26.7% | +58.1% | -31.4% | +14.6% |
| 3Y | +8.1% | +69.8% | -61.7% | -5.1% |
| 5Y | +23.5% | +148.9% | -125.4% | -0.6% |
| 10Y | +128.2% | +143.5% | -15.3% | +59.1% |
| All | +128.2% | +144.4% | -16.2% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling