+165.0%
CMI vs ADM
+65.2%
+99.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.7% | +2.5% | -3.2% | -1.3% |
| 30D | -12.4% | +9.5% | -21.8% | -14.4% |
| 3M | -14.8% | +10.6% | -25.4% | -17.1% |
| 6M | +0.8% | +24.0% | -23.2% | -5.1% |
| YTD | +10.2% | +54.0% | -43.8% | -1.8% |
| 1Y | +37.4% | +45.3% | -7.9% | +23.9% |
| 3Y | +153.3% | +21.8% | +131.5% | +137.6% |
| All | +165.0% | +65.2% | +99.8% | +104.0% |
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