+11,853.5%
ADP vs CAG
+604.3%
+11,249.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +1.1% | +4.6% | -3.5% | -0.2% |
| 30D | +11.5% | +14.7% | -3.1% | +7.2% |
| 3M | +12.0% | +2.4% | +9.7% | +11.1% |
| 6M | +43.8% | +10.7% | +33.1% | +39.1% |
| YTD | +20.1% | -5.5% | +25.6% | +20.6% |
| 1Y | +22.3% | -4.6% | +26.9% | +22.5% |
| 3Y | +43.3% | -34.4% | +77.7% | +57.7% |
| 5Y | +47.3% | -39.2% | +86.5% | +64.0% |
| 10Y | +313.7% | -39.0% | +352.7% | +339.2% |
| All | +11,853.5% | +604.3% | +11,249.3% | +5,434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling