+99.7%
ADM vs CVE
+136.1%
-36.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -9.0% | -16.1% | +7.1% | -5.9% |
| 30D | -14.0% | -10.4% | -3.6% | -12.2% |
| 3M | -9.2% | -2.4% | -6.8% | -8.9% |
| 6M | -9.2% | -4.4% | -4.7% | -8.8% |
| YTD | +24.2% | +64.9% | -40.7% | +11.5% |
| 1Y | +27.0% | +66.0% | -39.1% | +13.7% |
| 3Y | +6.6% | +57.7% | -51.0% | -5.2% |
| 5Y | +25.0% | +144.7% | -119.8% | +0.9% |
| All | +99.7% | +136.1% | -36.5% | +38.9% |
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