+15,688.1%
CMI vs ADM
+1,630.9%
+14,057.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.8% |
| 7D | +0.5% | +4.2% | -3.7% | -1.2% |
| 30D | -14.0% | -12.8% | -1.2% | -9.4% |
| 3M | -28.1% | -8.5% | -19.7% | -26.0% |
| 6M | -35.8% | -10.9% | -24.9% | -33.6% |
| YTD | -10.5% | +29.4% | -39.9% | -20.6% |
| 1Y | -1.9% | +27.5% | -29.4% | -12.6% |
| 3Y | +121.0% | +10.3% | +110.7% | +99.3% |
| 5Y | +114.6% | +27.4% | +87.2% | +78.7% |
| 10Y | +325.5% | +134.6% | +190.9% | +169.7% |
| All | +15,688.1% | +1,630.9% | +14,057.2% | +5,351.4% |
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 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