+284.5%
ADP vs CB
+218.6%
+65.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.7% |
| 30D | +2.8% | -3.1% | +5.9% | +4.5% |
| 3M | +20.9% | +9.0% | +12.0% | +15.5% |
| 6M | +29.9% | +2.9% | +27.0% | +27.6% |
| YTD | +9.6% | +10.1% | -0.5% | +3.5% |
| 1Y | -5.3% | +22.8% | -28.1% | -15.9% |
| 3Y | +16.5% | +73.8% | -57.3% | -16.1% |
| 5Y | +49.4% | +99.2% | -49.8% | -2.1% |
| All | +284.5% | +218.6% | +65.8% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling