+5,435.1%
CL vs ADM
+1,573.2%
+3,861.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +5.9% | -7.5% | +13.5% | +7.7% |
| 30D | +13.8% | -14.3% | +28.0% | +17.4% |
| 3M | +6.4% | -8.6% | +15.0% | +8.2% |
| 6M | +15.6% | -9.9% | +25.5% | +17.6% |
| YTD | +27.9% | +25.1% | +2.8% | +20.8% |
| 1Y | +31.4% | +28.8% | +2.5% | +23.3% |
| 3Y | +41.4% | +6.9% | +34.5% | +35.2% |
| 5Y | +42.8% | +25.9% | +16.9% | +29.9% |
| 10Y | +79.7% | +101.7% | -22.0% | +43.8% |
| All | +5,435.1% | +1,573.2% | +3,861.9% | +2,197.0% |
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