+704.4%
ADP vs CG
+351.2%
+353.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -3.4% | -4.3% | +0.9% | -2.3% |
| 30D | +2.8% | -5.1% | +7.9% | +4.1% |
| 3M | +20.9% | +8.7% | +12.3% | +17.8% |
| 6M | +29.9% | -9.2% | +39.1% | +32.0% |
| YTD | +9.6% | -18.9% | +28.5% | +14.4% |
| 1Y | -5.3% | -25.6% | +20.4% | +0.6% |
| 3Y | +16.5% | +57.3% | -40.8% | -3.4% |
| 5Y | +49.4% | +10.2% | +39.2% | +32.3% |
| 10Y | +282.2% | +364.2% | -82.0% | +133.5% |
| All | +704.4% | +351.2% | +353.3% | +382.2% |
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