+134.7%
CEG vs ADM
+11.2%
+123.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.7% |
| 7D | +12.1% | +4.2% | +7.9% | +12.3% |
| 30D | +0.2% | -12.8% | +13.1% | -0.1% |
| 3M | +0.7% | -8.5% | +9.2% | +0.5% |
| 6M | +2.2% | -10.9% | +13.2% | +2.1% |
| YTD | -20.3% | +29.4% | -49.8% | -20.2% |
| 1Y | -16.1% | +27.5% | -43.6% | -16.0% |
| 3Y | +134.7% | +10.3% | +124.3% | +127.7% |
| All | +134.7% | +11.2% | +123.5% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling