+26.3%
CL vs ADM
+29.5%
-3.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +9.5% | -11.8% | +21.3% | +10.1% |
| 3M | +6.8% | -11.3% | +18.1% | +7.4% |
| 6M | +14.3% | -10.0% | +24.3% | +14.6% |
| YTD | +27.0% | +25.9% | +1.1% | +17.5% |
| 1Y | +26.3% | +26.7% | -0.4% | +16.1% |
| All | +26.3% | +29.5% | -3.2% | +16.1% |
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