-5.7%
CMG vs ADM
+67.1%
-72.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.7% |
| 7D | -6.5% | +1.4% | -7.8% | -6.6% |
| 30D | +12.1% | +8.2% | +3.9% | +11.3% |
| 3M | +20.6% | +8.7% | +11.9% | +19.5% |
| 6M | +2.1% | +29.1% | -27.0% | -1.2% |
| YTD | -2.6% | +53.7% | -56.3% | -8.2% |
| 1Y | -8.7% | +43.2% | -51.9% | -13.2% |
| 3Y | -7.4% | +21.4% | -28.8% | -10.7% |
| 5Y | -5.7% | +67.1% | -72.8% | -11.1% |
| All | -5.7% | +67.1% | -72.8% | -11.1% |
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