+37.6%
CL vs ADM
+6.1%
+31.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | +1.3% | -9.0% | +10.4% | +2.3% |
| 30D | +11.4% | -14.0% | +25.3% | +13.0% |
| 3M | +4.4% | -9.2% | +13.6% | +5.3% |
| 6M | +10.8% | -9.2% | +19.9% | +11.5% |
| YTD | +25.1% | +24.2% | +0.9% | +20.8% |
| 1Y | +28.0% | +27.0% | +1.0% | +23.2% |
| 3Y | +37.6% | +6.6% | +31.0% | +27.2% |
| All | +37.6% | +6.1% | +31.5% | +27.2% |
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