-6.0%
ADP vs CMI
+40.9%
-46.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.5% |
| 7D | -5.7% | +0.8% | -6.5% | -5.4% |
| 30D | -1.4% | -12.8% | +11.4% | -5.3% |
| 3M | +16.6% | -12.4% | +29.0% | +12.0% |
| 6M | +24.9% | -0.9% | +25.8% | +22.1% |
| YTD | +5.6% | +8.9% | -3.3% | +5.4% |
| 1Y | -6.0% | +37.7% | -43.7% | -0.3% |
| All | -6.0% | +40.9% | -46.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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