+25.3%
ADP vs CAG
-9.3%
+34.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.3% |
| 7D | +2.2% | -3.3% | +5.5% | +3.1% |
| 30D | +10.6% | +7.7% | +2.9% | +8.5% |
| 3M | +12.9% | -3.2% | +16.1% | +13.2% |
| 6M | +50.6% | +7.0% | +43.7% | +46.9% |
| YTD | +23.2% | -9.0% | +32.2% | +17.8% |
| 1Y | +25.3% | -9.6% | +34.9% | +20.3% |
| All | +25.3% | -9.3% | +34.6% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling