-89.5%
CDE vs ADM
+1,954.9%
-2,044.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.9% |
| 7D | -2.0% | +1.4% | -3.3% | -2.4% |
| 30D | +15.7% | +8.2% | +7.5% | +12.7% |
| 3M | +30.5% | +8.7% | +21.8% | +26.5% |
| 6M | -7.4% | +29.1% | -36.5% | -15.3% |
| YTD | +17.9% | +53.7% | -35.7% | +2.2% |
| 1Y | +46.7% | +43.2% | +3.5% | +29.7% |
| 3Y | +851.3% | +21.4% | +829.9% | +760.7% |
| 5Y | +202.9% | +67.1% | +135.8% | +149.7% |
| 10Y | +58.2% | +176.6% | -118.4% | +12.2% |
| All | -89.5% | +1,954.9% | -2,044.4% | -91.5% |
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