-36.9%
CBRS vs ADM
+5.9%
-42.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.6% |
| 7D | +6.3% | +1.4% | +5.0% | +6.4% |
| 30D | -14.7% | +8.2% | -22.9% | -14.2% |
| 3M | -13.5% | +8.7% | -22.2% | -9.7% |
| All | -36.9% | +5.9% | -42.8% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling