+495.9%
CMI vs ADM
+178.5%
+317.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.8% | +3.0% | -2.2% | -0.3% |
| 30D | -12.8% | +8.7% | -21.5% | -15.7% |
| 3M | -12.4% | +7.6% | -20.0% | -15.3% |
| 6M | -0.9% | +26.9% | -27.8% | -10.7% |
| YTD | +8.9% | +54.3% | -45.4% | -9.3% |
| 1Y | +37.7% | +45.7% | -8.0% | +16.7% |
| 3Y | +148.9% | +21.9% | +126.9% | +120.5% |
| 5Y | +164.4% | +67.2% | +97.2% | +90.2% |
| All | +495.9% | +178.5% | +317.5% | +216.4% |
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