+316.8%
ADP vs CB
+248.0%
+68.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.3% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +14.9% | +9.1% | +5.8% | +9.7% |
| 3M | +11.6% | +3.4% | +8.2% | +9.6% |
| 6M | +48.5% | +14.1% | +34.4% | +38.3% |
| YTD | +20.6% | +18.0% | +2.6% | +9.7% |
| 1Y | +23.7% | +30.1% | -6.4% | +6.6% |
| 3Y | +47.8% | +71.8% | -24.0% | +7.7% |
| 5Y | +47.7% | +101.8% | -54.1% | -3.6% |
| All | +316.8% | +248.0% | +68.9% | +91.5% |
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