+40.8%
CL vs ADM
+23.4%
+17.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +2.6% | -1.8% | +4.4% | +2.8% |
| 30D | +11.8% | -13.3% | +25.0% | +13.8% |
| 3M | +5.9% | -13.4% | +19.3% | +7.8% |
| 6M | +13.3% | -9.6% | +22.9% | +14.4% |
| YTD | +27.1% | +23.0% | +4.1% | +22.1% |
| 1Y | +28.0% | +27.4% | +0.6% | +22.3% |
| 3Y | +39.4% | +5.7% | +33.7% | +34.1% |
| 5Y | +40.8% | +22.1% | +18.7% | +26.6% |
| All | +40.8% | +23.4% | +17.4% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling