+321.2%
CMG vs ADM
+178.5%
+142.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.8% | +3.0% | -6.8% | -4.4% |
| 30D | +12.9% | +8.7% | +4.2% | +11.0% |
| 3M | +18.8% | +7.6% | +11.2% | +16.7% |
| 6M | +4.1% | +26.9% | -22.8% | -1.8% |
| YTD | -2.4% | +54.3% | -56.6% | -12.1% |
| 1Y | -6.7% | +45.7% | -52.3% | -15.1% |
| 3Y | -7.1% | +21.9% | -29.0% | -13.4% |
| 5Y | -5.0% | +67.2% | -72.1% | -21.1% |
| All | +321.2% | +178.5% | +142.7% | +183.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling