+28.0%
CL vs ADM
+25.0%
+3.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | +2.6% | -1.8% | +4.4% | +2.7% |
| 30D | +11.8% | -13.3% | +25.0% | +12.5% |
| 3M | +5.9% | -13.4% | +19.3% | +6.7% |
| 6M | +13.3% | -9.6% | +22.9% | +13.5% |
| YTD | +27.1% | +23.0% | +4.1% | +17.5% |
| 1Y | +28.0% | +27.4% | +0.6% | +16.1% |
| All | +28.0% | +25.0% | +3.0% | +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