+316.1%
ADP vs CFG
+230.2%
+85.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | +12.8% | +2.8% | +10.0% | +11.8% |
| 3M | +12.3% | -10.1% | +22.4% | +15.7% |
| 6M | +45.4% | +3.2% | +42.2% | +43.3% |
| YTD | +21.4% | +14.2% | +7.2% | +15.5% |
| 1Y | +23.7% | +27.4% | -3.7% | +13.8% |
| 3Y | +43.6% | +187.6% | -144.0% | -0.6% |
| 5Y | +48.7% | +65.7% | -17.0% | +19.1% |
| 10Y | +316.1% | +219.7% | +96.4% | +154.6% |
| All | +316.1% | +230.2% | +85.9% | +154.6% |
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