+92.2%
CNC vs ADM
+178.5%
-86.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -3.9% | +3.0% | -6.9% | -4.8% |
| 30D | +0.8% | +8.7% | -7.9% | -2.2% |
| 3M | +0.1% | +7.6% | -7.5% | -2.7% |
| 6M | +79.7% | +26.9% | +52.8% | +64.5% |
| YTD | +58.9% | +54.3% | +4.6% | +35.4% |
| 1Y | +109.1% | +45.7% | +63.5% | +81.2% |
| 3Y | 0.0% | +21.9% | -21.9% | -10.0% |
| 5Y | +9.5% | +67.2% | -57.7% | -18.7% |
| All | +92.2% | +178.5% | -86.2% | +9.1% |
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