+784.6%
ADP vs CG
+281.3%
+503.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | +3.2% | -1.2% | +4.4% | +3.5% |
| 30D | +14.9% | +5.0% | +9.9% | +13.3% |
| 3M | +11.6% | -18.2% | +29.8% | +17.1% |
| 6M | +48.5% | -20.7% | +69.2% | +56.2% |
| YTD | +20.6% | -31.4% | +52.0% | +31.0% |
| 1Y | +23.7% | -22.3% | +45.9% | +29.8% |
| 3Y | +47.8% | +50.2% | -2.4% | +23.5% |
| 5Y | +47.7% | -22.1% | +69.8% | +43.4% |
| 10Y | +324.0% | +295.5% | +28.4% | +169.5% |
| All | +784.6% | +281.3% | +503.3% | +452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling