+248.2%
CB vs ADM
+98.0%
+150.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.2% | -9.0% | +9.3% | +3.8% |
| 30D | +9.1% | -14.0% | +23.0% | +15.2% |
| 3M | +3.4% | -9.2% | +12.6% | +6.6% |
| 6M | +14.1% | -9.2% | +23.2% | +17.0% |
| YTD | +18.0% | +24.2% | -6.2% | +5.8% |
| 1Y | +30.1% | +27.0% | +3.2% | +15.5% |
| 3Y | +71.8% | +6.6% | +65.2% | +57.5% |
| 5Y | +101.8% | +25.0% | +76.9% | +60.9% |
| All | +248.2% | +98.0% | +150.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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