+282.1%
CME vs ADM
+158.6%
+123.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +5.5% | +11.0% | -5.5% | +2.6% |
| 3M | +11.0% | +6.0% | +5.0% | +9.1% |
| 6M | -9.7% | +26.9% | -36.6% | -15.6% |
| YTD | +4.9% | +50.0% | -45.1% | -6.5% |
| 1Y | +10.1% | +39.6% | -29.5% | -0.2% |
| 3Y | +53.5% | +18.5% | +35.0% | +43.4% |
| 5Y | +77.2% | +62.6% | +14.6% | +39.2% |
| 10Y | +282.1% | +162.4% | +119.7% | +123.6% |
| All | +282.1% | +158.6% | +123.5% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling