+316.1%
ADP vs CB
+246.9%
+69.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.3% |
| 7D | +3.2% | +0.7% | +2.5% | +2.8% |
| 30D | +12.8% | +8.2% | +4.6% | +8.1% |
| 3M | +12.3% | +6.3% | +6.0% | +8.7% |
| 6M | +45.4% | +16.2% | +29.2% | +34.2% |
| YTD | +21.4% | +19.3% | +2.1% | +9.8% |
| 1Y | +23.7% | +29.2% | -5.5% | +7.1% |
| 3Y | +43.6% | +71.4% | -27.8% | +4.8% |
| 5Y | +48.7% | +104.2% | -55.5% | -3.5% |
| 10Y | +316.1% | +246.7% | +69.4% | +88.9% |
| All | +316.1% | +246.9% | +69.2% | +88.9% |
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