+75.7%
CTVA vs ADM
+20.9%
+54.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.8% | -2.1% |
| 7D | -5.8% | +1.4% | -7.2% | -6.2% |
| 30D | +11.1% | +8.2% | +2.9% | +8.4% |
| 3M | +13.2% | +8.7% | +4.5% | +10.2% |
| 6M | +8.7% | +29.1% | -20.4% | +0.2% |
| YTD | +27.3% | +53.7% | -26.4% | +11.5% |
| 1Y | +18.0% | +43.2% | -25.2% | +5.2% |
| All | +75.7% | +20.9% | +54.7% | +64.0% |
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