+6,781.2%
CME vs ADM
+1,052.6%
+5,728.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -1.6% | +3.8% | -5.3% | -3.0% |
| 30D | +6.2% | +9.8% | -3.5% | +2.5% |
| 3M | +10.4% | +2.1% | +8.3% | +9.1% |
| 6M | -9.5% | +27.5% | -37.0% | -18.1% |
| YTD | +6.0% | +50.2% | -44.2% | -10.0% |
| 1Y | +9.3% | +40.6% | -31.3% | -5.3% |
| 3Y | +57.7% | +17.2% | +40.4% | +40.3% |
| 5Y | +77.7% | +61.9% | +15.8% | +33.4% |
| 10Y | +281.2% | +159.3% | +122.0% | +124.6% |
| All | +6,781.2% | +1,052.6% | +5,728.6% | +2,140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling