+389.1%
ADP vs CFG
+396.4%
-7.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.4% | +1.5% | -5.0% | -3.9% |
| 30D | +2.8% | -3.8% | +6.6% | +3.9% |
| 3M | +20.9% | +11.5% | +9.4% | +16.8% |
| 6M | +29.9% | +19.2% | +10.7% | +22.5% |
| YTD | +9.6% | +23.7% | -14.1% | +2.1% |
| 1Y | -5.3% | +38.8% | -44.1% | -15.1% |
| 3Y | +16.5% | +178.9% | -162.4% | -18.3% |
| 5Y | +49.4% | +101.8% | -52.4% | +12.4% |
| 10Y | +282.2% | +317.3% | -35.1% | +102.9% |
| All | +389.1% | +396.4% | -7.3% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling