+10.8%
CL vs ADM
-10.4%
+21.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | +1.3% | -9.0% | +10.4% | +1.3% |
| 30D | +11.4% | -14.0% | +25.3% | +11.2% |
| 3M | +4.4% | -9.2% | +13.6% | +5.1% |
| 6M | +10.8% | -9.2% | +19.9% | +11.5% |
| All | +10.8% | -10.4% | +21.2% | +11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling