+218.9%
CB vs ADM
+159.6%
+59.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | +3.8% | -3.3% | -1.0% |
| 30D | -3.1% | +9.8% | -12.9% | -6.7% |
| 3M | +9.0% | +2.1% | +6.8% | +7.6% |
| 6M | +2.9% | +27.5% | -24.7% | -7.5% |
| YTD | +10.1% | +50.2% | -40.1% | -7.7% |
| 1Y | +22.8% | +40.6% | -17.8% | +5.3% |
| 3Y | +73.8% | +17.2% | +56.6% | +56.3% |
| 5Y | +99.2% | +61.9% | +37.3% | +42.9% |
| All | +218.9% | +159.6% | +59.3% | +69.2% |
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