+313.7%
ADP vs CFG
+248.3%
+65.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.3% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +11.5% | +3.2% | +8.3% | +10.4% |
| 3M | +12.0% | -9.7% | +21.7% | +15.2% |
| 6M | +43.8% | +3.6% | +40.2% | +41.6% |
| YTD | +20.1% | +14.7% | +5.4% | +14.1% |
| 1Y | +22.3% | +29.6% | -7.3% | +11.9% |
| 3Y | +43.3% | +190.6% | -147.3% | -1.1% |
| 5Y | +47.3% | +67.1% | -19.7% | +17.8% |
| 10Y | +313.7% | +237.0% | +76.7% | +152.8% |
| All | +313.7% | +248.3% | +65.5% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling