-1.2%
CNC vs ADM
+11.2%
-12.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.0% |
| 7D | +2.2% | +4.2% | -2.0% | +1.6% |
| 30D | +1.6% | -12.8% | +14.4% | +3.5% |
| 3M | +7.9% | -8.5% | +16.4% | +9.2% |
| 6M | +21.2% | -10.9% | +32.1% | +22.9% |
| YTD | +73.2% | +29.4% | +43.8% | +68.2% |
| 1Y | +97.5% | +27.5% | +69.9% | +92.1% |
| 3Y | -1.2% | +10.3% | -11.5% | -4.7% |
| All | -1.2% | +11.2% | -12.4% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling