+10.1%
CME vs ADM
+38.4%
-28.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.5% |
| 3M | +11.0% | +6.0% | +5.0% | +10.2% |
| 6M | -9.7% | +26.9% | -36.6% | -11.7% |
| YTD | +4.9% | +50.0% | -45.1% | +0.6% |
| 1Y | +10.1% | +39.6% | -29.5% | +6.2% |
| All | +10.1% | +38.4% | -28.3% | +6.2% |
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 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