+316.1%
ADP vs CAG
-38.9%
+354.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.2% | +6.6% | -3.4% | +1.5% |
| 30D | +12.8% | +13.9% | -1.1% | +9.1% |
| 3M | +12.3% | +4.0% | +8.3% | +11.0% |
| 6M | +45.4% | +10.0% | +35.4% | +41.5% |
| YTD | +21.4% | -6.1% | +27.5% | +21.8% |
| 1Y | +23.7% | -4.3% | +28.0% | +23.5% |
| 3Y | +43.6% | -34.6% | +78.2% | +55.9% |
| 5Y | +48.7% | -39.4% | +88.2% | +63.3% |
| 10Y | +316.1% | -34.2% | +350.3% | +334.2% |
| All | +316.1% | -38.9% | +354.9% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling