+17.8%
ADP vs CF
+73.9%
-56.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -1.8% |
| 7D | -3.4% | +6.0% | -9.4% | -3.9% |
| 30D | +2.8% | +14.8% | -12.1% | +1.6% |
| 3M | +20.9% | +14.1% | +6.9% | +19.6% |
| 6M | +29.9% | +28.5% | +1.3% | +26.7% |
| YTD | +9.6% | +74.9% | -65.3% | +3.8% |
| 1Y | -5.3% | +61.7% | -67.0% | -9.7% |
| All | +17.8% | +73.9% | -56.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling