+49.1%
ADP vs CG
-22.2%
+71.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | +3.2% | -1.2% | +4.4% | +3.4% |
| 30D | +14.9% | +5.0% | +9.9% | +13.4% |
| 3M | +11.6% | -18.2% | +29.8% | +16.5% |
| 6M | +48.5% | -20.7% | +69.2% | +55.4% |
| YTD | +20.6% | -31.4% | +52.0% | +30.0% |
| 1Y | +23.7% | -22.3% | +45.9% | +29.2% |
| 3Y | +47.8% | +50.2% | -2.4% | +21.7% |
| All | +49.1% | -22.2% | +71.3% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling