+312.9%
ADM vs CVE
+89.9%
+222.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +3.8% | +2.5% | +1.3% | +3.2% |
| 30D | +9.8% | +16.7% | -7.0% | +6.0% |
| 3M | +2.1% | +9.3% | -7.1% | -0.2% |
| 6M | +27.5% | +43.6% | -16.1% | +16.9% |
| YTD | +50.2% | +93.6% | -43.4% | +28.6% |
| 1Y | +40.6% | +98.8% | -58.2% | +19.3% |
| 3Y | +17.2% | +73.6% | -56.4% | +0.6% |
| 5Y | +61.9% | +312.5% | -250.6% | +12.5% |
| 10Y | +159.3% | +161.0% | -1.8% | +72.1% |
| All | +312.9% | +89.9% | +222.9% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling