+23.7%
ADP vs CFG
+28.5%
-4.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.2% | +0.7% | +2.5% | +3.1% |
| 30D | +12.8% | +2.8% | +10.0% | +12.3% |
| 3M | +12.3% | -10.1% | +22.4% | +13.4% |
| 6M | +45.4% | +3.2% | +42.2% | +44.5% |
| YTD | +21.4% | +14.2% | +7.2% | +18.8% |
| 1Y | +23.7% | +27.4% | -3.7% | +17.1% |
| All | +23.7% | +28.5% | -4.8% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling