+71.0%
CME vs ADM
+24.5%
+46.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +0.9% | -9.0% | +9.9% | +1.8% |
| 30D | +13.2% | -14.0% | +27.2% | +14.8% |
| 3M | +16.3% | -9.2% | +25.4% | +17.2% |
| 6M | +7.1% | -9.2% | +16.3% | +7.9% |
| YTD | +15.8% | +24.2% | -8.4% | +13.0% |
| 1Y | +17.1% | +27.0% | -9.9% | +13.9% |
| 3Y | +63.2% | +6.6% | +56.6% | +61.1% |
| All | +71.0% | +24.5% | +46.5% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling