+231.7%
CTVA vs ADM
+165.3%
+66.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +4.9% | +3.8% | +1.2% | +2.9% |
| 30D | +11.9% | +9.8% | +2.2% | +6.3% |
| 3M | +13.7% | +2.1% | +11.5% | +11.9% |
| 6M | +13.1% | +27.5% | -14.4% | -1.6% |
| YTD | +32.0% | +50.2% | -18.3% | +4.7% |
| 1Y | +22.1% | +40.6% | -18.5% | -0.2% |
| 3Y | +77.5% | +17.2% | +60.3% | +55.8% |
| 5Y | +106.3% | +61.9% | +44.4% | +34.9% |
| All | +231.7% | +165.3% | +66.3% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling