+22.3%
ADP vs CB
+28.5%
-6.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.1% | -1.5% | +2.6% | +1.8% |
| 30D | +11.5% | +6.5% | +5.0% | +8.7% |
| 3M | +12.0% | +4.1% | +8.0% | +10.0% |
| 6M | +43.8% | +14.4% | +29.4% | +39.5% |
| YTD | +20.1% | +17.5% | +2.6% | +14.3% |
| All | +22.3% | +28.5% | -6.1% | +13.5% |
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 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