+16.5%
CME vs ADM
+29.6%
-13.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.5% |
| 7D | +3.9% | +4.2% | -0.2% | +3.5% |
| 30D | +11.3% | -12.8% | +24.2% | +12.6% |
| 3M | +19.6% | -8.5% | +28.0% | +20.1% |
| 6M | +8.1% | -10.9% | +19.0% | +8.6% |
| YTD | +20.4% | +29.4% | -9.0% | +15.4% |
| 1Y | +16.5% | +27.5% | -11.0% | +11.6% |
| All | +16.5% | +29.6% | -13.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling