+4,850.5%
CL vs ADM
+1,908.9%
+2,941.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -2.2% | +3.8% | -5.9% | -3.0% |
| 30D | -4.8% | +9.8% | -14.6% | -6.8% |
| 3M | +4.9% | +2.1% | +2.8% | +4.2% |
| 6M | -5.7% | +27.5% | -33.2% | -11.0% |
| YTD | +14.4% | +50.2% | -35.8% | +4.1% |
| 1Y | +8.7% | +40.6% | -31.8% | +0.2% |
| 3Y | +30.0% | +17.2% | +12.7% | +22.0% |
| 5Y | +28.4% | +61.9% | -33.5% | +10.7% |
| 10Y | +50.1% | +159.3% | -109.2% | +14.0% |
| All | +4,850.5% | +1,908.9% | +2,941.6% | +1,879.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling