+639.7%
CEG vs ADM
+35.3%
+604.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | +6.7% | -0.1% | +6.7% | +6.7% |
| 30D | +11.0% | +11.0% | -0.1% | +9.4% |
| 3M | +19.5% | +6.0% | +13.5% | +18.4% |
| 6M | -5.9% | +26.9% | -32.8% | -9.6% |
| YTD | -15.0% | +50.0% | -65.0% | -20.6% |
| 1Y | +0.6% | +39.6% | -39.0% | -5.1% |
| 3Y | +180.6% | +18.5% | +162.1% | +176.2% |
| All | +639.7% | +35.3% | +604.4% | +617.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling