+316.8%
ADP vs CMS
+125.4%
+191.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.2% |
| 7D | +3.2% | -1.3% | +4.5% | +3.9% |
| 30D | +14.9% | +6.3% | +8.6% | +11.6% |
| 3M | +11.6% | -2.1% | +13.7% | +12.6% |
| 6M | +48.5% | -5.1% | +53.6% | +51.8% |
| YTD | +20.6% | +1.3% | +19.3% | +18.5% |
| 1Y | +23.7% | -1.4% | +25.1% | +23.1% |
| 3Y | +47.8% | +36.9% | +10.9% | +22.2% |
| 5Y | +47.7% | +32.5% | +15.2% | +22.1% |
| All | +316.8% | +125.4% | +191.4% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling