+639.5%
CEG vs ADM
+35.4%
+604.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +8.0% | +3.8% | +4.3% | +7.5% |
| 30D | +12.9% | +9.8% | +3.2% | +11.5% |
| 3M | +13.2% | +2.1% | +11.0% | +12.8% |
| 6M | -7.0% | +27.5% | -34.5% | -10.8% |
| YTD | -15.0% | +50.2% | -65.2% | -20.6% |
| 1Y | -2.7% | +40.6% | -43.3% | -8.4% |
| 3Y | +184.1% | +17.2% | +166.8% | +180.9% |
| All | +639.5% | +35.4% | +604.0% | +616.8% |
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