+7,236.4%
CB vs ADM
+1,157.5%
+6,078.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +7.3% | -11.8% | +19.1% | +11.5% |
| 3M | +7.0% | -11.3% | +18.3% | +10.7% |
| 6M | +16.3% | -10.0% | +26.4% | +19.3% |
| YTD | +19.7% | +25.9% | -6.2% | +9.7% |
| 1Y | +27.8% | +26.7% | +1.1% | +16.7% |
| 3Y | +72.0% | +8.1% | +63.9% | +59.8% |
| 5Y | +104.9% | +23.5% | +81.4% | +79.5% |
| 10Y | +246.7% | +128.2% | +118.5% | +147.6% |
| All | +7,236.4% | +1,157.5% | +6,078.9% | +3,035.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling