+1,349.9%
ADP vs CF
+5,277.9%
-3,928.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.1% |
| 7D | +7.4% | +0.4% | +7.0% | +7.2% |
| 30D | +17.1% | +2.2% | +14.9% | +16.5% |
| 3M | +14.4% | +2.1% | +12.3% | +13.6% |
| 6M | +47.9% | -6.5% | +54.4% | +48.6% |
| YTD | +22.1% | +55.6% | -33.5% | +10.7% |
| 1Y | +21.8% | +42.3% | -20.5% | +12.1% |
| 3Y | +50.5% | +55.7% | -5.3% | +34.0% |
| 5Y | +49.6% | +122.4% | -72.9% | +20.9% |
| 10Y | +329.3% | +568.5% | -239.3% | +171.7% |
| All | +1,349.9% | +5,277.9% | -3,928.0% | +511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling