+300.3%
CME vs ADM
+127.5%
+172.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | +13.5% | -14.7% | +28.2% | +18.1% |
| 3M | +20.9% | -10.4% | +31.3% | +24.0% |
| 6M | +11.5% | -10.9% | +22.5% | +14.2% |
| YTD | +19.5% | +26.0% | -6.5% | +10.9% |
| 1Y | +17.2% | +26.5% | -9.3% | +8.6% |
| 3Y | +65.1% | +8.2% | +56.9% | +55.9% |
| 5Y | +73.1% | +24.0% | +49.1% | +47.3% |
| All | +300.3% | +127.5% | +172.7% | +137.3% |
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