+78.4%
CTVA vs ADM
+24.7%
+53.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.6% | -1.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -8.7% | -11.8% | +3.1% | -4.3% |
| 3M | +6.4% | -11.3% | +17.7% | +11.1% |
| 6M | -1.9% | -10.0% | +8.1% | +1.6% |
| YTD | +21.5% | +25.9% | -4.4% | +10.1% |
| 1Y | +24.3% | +26.7% | -2.4% | +12.1% |
| 3Y | +91.8% | +8.1% | +83.7% | +79.0% |
| 5Y | +78.4% | +23.5% | +54.9% | +52.7% |
| All | +78.4% | +24.7% | +53.7% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling