-30.4%
CEG vs ADM
+26.2%
-56.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.2% |
| 7D | -4.7% | -9.0% | +4.3% | -5.7% |
| 30D | -16.6% | -14.0% | -2.6% | -17.7% |
| 3M | -4.1% | -9.2% | +5.0% | -4.8% |
| 6M | -22.3% | -9.2% | -13.2% | -22.8% |
| YTD | -28.9% | +24.2% | -53.2% | -27.1% |
| All | -30.4% | +26.2% | -56.6% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling