+518.2%
CEG vs ADM
+12.0%
+506.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | -4.7% | -9.0% | +4.3% | -3.7% |
| 30D | -16.6% | -14.0% | -2.6% | -15.1% |
| 3M | -4.1% | -9.2% | +5.0% | -3.2% |
| 6M | -22.3% | -9.2% | -13.2% | -21.8% |
| YTD | -28.9% | +24.2% | -53.2% | -32.1% |
| 1Y | -28.5% | +27.0% | -55.4% | -32.0% |
| 3Y | +104.3% | +6.6% | +97.7% | +98.6% |
| All | +518.2% | +12.0% | +506.2% | +512.9% |
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