+7,131.2%
CB vs ADM
+1,140.6%
+5,990.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.2% | -9.0% | +9.3% | +3.2% |
| 30D | +9.1% | -14.0% | +23.0% | +14.2% |
| 3M | +3.4% | -9.2% | +12.6% | +6.1% |
| 6M | +14.1% | -9.2% | +23.2% | +16.6% |
| YTD | +18.0% | +24.2% | -6.2% | +8.6% |
| 1Y | +30.1% | +27.0% | +3.2% | +18.8% |
| 3Y | +71.8% | +6.6% | +65.2% | +60.4% |
| 5Y | +101.8% | +25.0% | +76.9% | +76.1% |
| 10Y | +252.1% | +100.2% | +151.9% | +161.0% |
| All | +7,131.2% | +1,140.6% | +5,990.6% | +3,003.6% |
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 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