+39.7%
CL vs ADM
+6.6%
+33.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.5% | -7.8% | +8.3% | +1.3% |
| 30D | +11.6% | -12.6% | +24.2% | +13.1% |
| 3M | +5.6% | -8.2% | +13.8% | +6.4% |
| 6M | +13.2% | -8.9% | +22.1% | +13.9% |
| YTD | +26.9% | +24.0% | +2.9% | +22.5% |
| 1Y | +27.3% | +26.2% | +1.2% | +22.7% |
| 3Y | +39.7% | +7.0% | +32.7% | +28.9% |
| All | +39.7% | +6.6% | +33.1% | +28.9% |
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 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