+598.5%
CEG vs ADM
+13.6%
+584.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +17.8% | +0.7% | +17.1% | +17.7% |
| 30D | -4.5% | -14.7% | +10.2% | -2.7% |
| 3M | +1.5% | -10.4% | +11.9% | +2.7% |
| 6M | -3.5% | -10.9% | +7.4% | -2.5% |
| YTD | -19.7% | +26.0% | -45.7% | -23.4% |
| 1Y | -19.8% | +26.5% | -46.3% | -23.7% |
| 3Y | +136.4% | +8.2% | +128.2% | +129.3% |
| All | +598.5% | +13.6% | +584.9% | +591.3% |
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