+5,482.3%
ADP vs CB
+7,167.0%
-1,684.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +7.4% | +2.6% | +4.8% | +6.5% |
| 30D | +17.1% | +11.2% | +5.9% | +13.3% |
| 3M | +14.4% | +5.7% | +8.7% | +12.5% |
| 6M | +47.9% | +15.9% | +32.0% | +41.3% |
| YTD | +22.1% | +20.2% | +1.9% | +15.0% |
| 1Y | +21.8% | +32.4% | -10.6% | +11.2% |
| 3Y | +50.5% | +75.5% | -25.0% | +25.4% |
| 5Y | +49.6% | +105.5% | -55.9% | +18.0% |
| 10Y | +329.3% | +258.5% | +70.7% | +185.0% |
| All | +5,482.3% | +7,167.0% | -1,684.7% | +1,911.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling