+317.2%
ADP vs CB
+246.5%
+70.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +0.3% | 0.0% | +0.2% | +0.2% |
| 30D | +11.6% | +7.4% | +4.2% | +7.4% |
| 3M | +15.1% | +8.6% | +6.5% | +10.1% |
| 6M | +46.0% | +16.1% | +29.9% | +34.8% |
| YTD | +22.4% | +20.2% | +2.2% | +10.2% |
| 1Y | +24.5% | +27.2% | -2.7% | +8.7% |
| 3Y | +44.8% | +72.7% | -27.9% | +5.3% |
| 5Y | +49.1% | +105.9% | -56.9% | -3.7% |
| All | +317.2% | +246.5% | +70.7% | +88.7% |
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