+19,478.9%
CMI vs ADM
+1,908.9%
+17,570.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.7% | +3.8% | -4.5% | -2.3% |
| 30D | -13.4% | +9.8% | -23.2% | -16.8% |
| 3M | -17.0% | +2.1% | -19.1% | -18.2% |
| 6M | -1.6% | +27.5% | -29.2% | -11.8% |
| YTD | +11.0% | +50.2% | -39.2% | -6.8% |
| 1Y | +41.9% | +40.6% | +1.3% | +21.5% |
| 3Y | +151.8% | +17.2% | +134.6% | +122.8% |
| 5Y | +163.6% | +61.9% | +101.7% | +99.9% |
| 10Y | +472.9% | +159.3% | +313.6% | +248.5% |
| All | +19,478.9% | +1,908.9% | +17,570.0% | +6,299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling