+25.3%
ADP vs CB
+28.5%
-3.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +2.2% | +2.9% | -0.8% | +0.8% |
| 30D | +10.6% | +7.3% | +3.3% | +7.2% |
| 3M | +12.9% | +9.4% | +3.5% | +8.6% |
| 6M | +50.6% | +19.6% | +31.0% | +43.9% |
| YTD | +23.2% | +21.5% | +1.7% | +15.5% |
| 1Y | +25.3% | +28.0% | -2.7% | +15.1% |
| All | +25.3% | +28.5% | -3.3% | +15.1% |
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 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