-3.6%
CNC vs ADM
+20.9%
-24.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.1% |
| 7D | -4.9% | +1.4% | -6.2% | -5.0% |
| 30D | -3.8% | +8.2% | -12.0% | -4.8% |
| 3M | -3.2% | +8.7% | -12.0% | -4.4% |
| 6M | +47.9% | +29.1% | +18.8% | +43.0% |
| YTD | +55.7% | +53.7% | +2.0% | +47.6% |
| 1Y | +106.2% | +43.2% | +63.0% | +96.4% |
| All | -3.6% | +20.9% | -24.5% | -5.5% |
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