+47.1%
ADP vs CG
+46.4%
+0.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +10.6% | +11.2% | -0.6% | +8.6% |
| 3M | +12.9% | -22.1% | +35.0% | +16.9% |
| 6M | +50.6% | -17.9% | +68.6% | +54.4% |
| YTD | +23.2% | -31.3% | +54.5% | +29.5% |
| 1Y | +25.3% | -24.0% | +49.2% | +29.6% |
| 3Y | +47.1% | +45.0% | +2.2% | +40.4% |
| All | +47.1% | +46.4% | +0.7% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling