+247.9%
CB vs ADM
+127.5%
+120.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +7.4% | -14.7% | +22.1% | +13.9% |
| 3M | +8.6% | -10.4% | +19.0% | +12.7% |
| 6M | +16.1% | -10.9% | +27.1% | +20.1% |
| YTD | +20.2% | +26.0% | -5.8% | +7.0% |
| 1Y | +27.2% | +26.5% | +0.7% | +12.9% |
| 3Y | +72.7% | +8.2% | +64.5% | +57.1% |
| 5Y | +105.9% | +24.0% | +81.9% | +64.5% |
| All | +247.9% | +127.5% | +120.4% | +89.6% |
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