-5.3%
ADP vs CB
+22.7%
-28.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.5% |
| 7D | -3.4% | +0.5% | -3.9% | -3.6% |
| 30D | +2.8% | -3.1% | +5.9% | +3.8% |
| 3M | +20.9% | +9.0% | +12.0% | +19.7% |
| 6M | +29.9% | +2.9% | +27.0% | +29.4% |
| YTD | +9.6% | +10.1% | -0.5% | +7.2% |
| 1Y | -5.3% | +22.8% | -28.1% | -9.8% |
| All | -5.3% | +22.7% | -28.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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