+12,165.0%
ADP vs CMI
+15,921.4%
-3,756.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +10.6% | -14.0% | +24.6% | +14.4% |
| 3M | +12.9% | -28.1% | +41.1% | +21.8% |
| 6M | +50.6% | -35.8% | +86.5% | +65.1% |
| YTD | +23.2% | -10.5% | +33.7% | +22.4% |
| 1Y | +25.3% | -1.9% | +27.1% | +21.3% |
| 3Y | +47.1% | +121.0% | -73.9% | +12.8% |
| 5Y | +50.1% | +114.6% | -64.5% | +15.1% |
| 10Y | +323.6% | +325.5% | -1.8% | +169.3% |
| All | +12,165.0% | +15,921.4% | -3,756.4% | +2,611.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling