+23.5%
ADP vs CFG
+28.5%
-5.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +11.9% | +3.1% | +8.8% | +11.4% |
| 3M | +13.7% | -9.7% | +23.4% | +14.8% |
| 6M | +46.8% | +6.7% | +40.1% | +45.2% |
| YTD | +21.8% | +15.2% | +6.6% | +19.0% |
| 1Y | +23.5% | +28.8% | -5.3% | +17.1% |
| All | +23.5% | +28.5% | -5.0% | +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