+27.2%
CB vs ADM
+26.0%
+1.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.5% | -7.8% | +6.3% | -1.1% |
| 30D | +6.5% | -12.6% | +19.1% | +7.3% |
| 3M | +4.1% | -8.2% | +12.3% | +4.6% |
| 6M | +14.4% | -8.9% | +23.3% | +14.6% |
| YTD | +17.5% | +24.0% | -6.5% | +11.9% |
| All | +27.2% | +26.0% | +1.3% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling