+25.9%
ADM vs CVE
+148.3%
-122.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | -7.5% | -14.1% | +6.5% | -3.7% |
| 30D | -14.3% | -11.6% | -2.7% | -11.6% |
| 3M | -8.6% | 0.0% | -8.6% | -9.0% |
| 6M | -9.9% | -8.4% | -1.5% | -8.5% |
| YTD | +25.1% | +65.9% | -40.8% | +7.2% |
| 1Y | +28.8% | +69.4% | -40.6% | +9.6% |
| 3Y | +6.9% | +55.9% | -49.1% | -9.4% |
| 5Y | +25.9% | +146.2% | -120.3% | -5.1% |
| All | +25.9% | +148.3% | -122.5% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling