+7,663.3%
CME vs ADM
+866.1%
+6,797.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +13.9% | -11.8% | +25.7% | +19.1% |
| 3M | +22.4% | -11.3% | +33.7% | +27.3% |
| 6M | +12.9% | -10.0% | +22.9% | +16.3% |
| YTD | +19.6% | +25.9% | -6.3% | +8.0% |
| 1Y | +17.7% | +26.7% | -9.0% | +5.9% |
| 3Y | +65.3% | +8.1% | +57.2% | +50.6% |
| 5Y | +75.1% | +23.5% | +51.6% | +45.8% |
| 10Y | +305.8% | +128.2% | +177.5% | +150.4% |
| All | +7,663.3% | +866.1% | +6,797.2% | +2,587.6% |
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 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