+35.8%
CMI vs ADM
+45.8%
-10.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +0.8% | +3.0% | -2.2% | +0.6% |
| 30D | -12.8% | +8.7% | -21.5% | -13.5% |
| 3M | -12.4% | +7.6% | -20.0% | -13.0% |
| 6M | -0.9% | +26.9% | -27.8% | -4.1% |
| YTD | +8.9% | +54.3% | -45.4% | +4.9% |
| All | +35.8% | +45.8% | -10.0% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling