-10.2%
ADP vs CAI
-8.1%
-2.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -5.5% | +0.2% | -5.6% | -5.5% |
| 30D | -1.2% | +9.1% | -10.4% | -1.9% |
| 3M | +17.9% | +53.8% | -35.9% | +14.0% |
| 6M | +20.3% | +33.5% | -13.2% | +16.9% |
| YTD | +5.8% | -8.0% | +13.8% | +5.3% |
| 1Y | -7.7% | -28.7% | +21.0% | -7.1% |
| All | -10.2% | -8.1% | -2.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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