-7.7%
ADP vs CG
-26.2%
+18.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.2% |
| 7D | -5.5% | -1.3% | -4.2% | -5.3% |
| 30D | -1.2% | -3.2% | +1.9% | -0.8% |
| 3M | +17.9% | +6.2% | +11.6% | +16.8% |
| 6M | +20.3% | -4.7% | +25.0% | +20.7% |
| YTD | +5.8% | -20.6% | +26.5% | +10.1% |
| 1Y | -7.7% | -26.4% | +18.7% | -4.4% |
| All | -7.7% | -26.2% | +18.5% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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