+84.5%
CTVA vs ADM
+8.2%
+76.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.6% | -0.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -8.7% | -11.8% | +3.1% | -5.3% |
| 3M | +6.4% | -11.3% | +17.7% | +10.1% |
| 6M | -1.9% | -10.0% | +8.1% | +0.9% |
| YTD | +21.5% | +25.9% | -4.4% | +13.3% |
| 1Y | +24.3% | +26.7% | -2.4% | +15.6% |
| All | +84.5% | +8.2% | +76.3% | +69.2% |
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