+270.5%
ADP vs CAG
-36.5%
+307.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.1% |
| 7D | -5.5% | -5.3% | -0.2% | -4.2% |
| 30D | -1.2% | +1.0% | -2.2% | -1.5% |
| 3M | +17.9% | +17.4% | +0.5% | +13.2% |
| 6M | +20.3% | -16.8% | +37.1% | +25.2% |
| YTD | +5.8% | -6.8% | +12.6% | +6.6% |
| 1Y | -7.7% | -15.4% | +7.7% | -4.9% |
| 3Y | +14.7% | -37.1% | +51.8% | +25.7% |
| 5Y | +45.8% | -41.3% | +87.0% | +61.4% |
| 10Y | +270.5% | -35.5% | +306.0% | +287.1% |
| All | +270.5% | -36.5% | +307.0% | +287.1% |
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