+18.5%
ADP vs CAG
-36.4%
+54.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -3.4% | -3.8% | +0.4% | -2.7% |
| 30D | +2.8% | +3.1% | -0.3% | +2.1% |
| 3M | +20.9% | +23.5% | -2.5% | +16.1% |
| 6M | +29.9% | -14.8% | +44.7% | +32.1% |
| YTD | +9.6% | -5.4% | +15.1% | +8.9% |
| 1Y | -5.3% | -11.8% | +6.5% | -4.7% |
| All | +18.5% | -36.4% | +54.9% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling