+49.9%
ADP vs CFG
+66.4%
-16.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | +11.9% | +3.1% | +8.8% | +11.0% |
| 3M | +13.7% | -9.7% | +23.4% | +16.3% |
| 6M | +46.8% | +6.7% | +40.1% | +43.9% |
| YTD | +21.8% | +15.2% | +6.6% | +16.7% |
| 1Y | +23.5% | +28.8% | -5.3% | +15.1% |
| 3Y | +44.1% | +190.1% | -146.0% | +5.7% |
| 5Y | +49.9% | +63.4% | -13.5% | +25.7% |
| All | +49.9% | +66.4% | -16.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling