+437.8%
ADP vs CFG
+347.0%
+90.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | +14.9% | +1.1% | +13.8% | +14.5% |
| 3M | +11.6% | -12.0% | +23.6% | +15.7% |
| 6M | +48.5% | -2.2% | +50.7% | +48.7% |
| YTD | +20.6% | +11.4% | +9.2% | +15.6% |
| 1Y | +23.7% | +27.8% | -4.2% | +13.7% |
| 3Y | +47.8% | +173.3% | -125.5% | +4.4% |
| 5Y | +47.7% | +62.4% | -14.7% | +19.2% |
| 10Y | +324.0% | +249.6% | +74.4% | +137.3% |
| All | +437.8% | +347.0% | +90.8% | +180.7% |
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