+313.7%
ADP vs CMS
+127.7%
+186.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.6% |
| 30D | +11.5% | +7.1% | +4.4% | +7.9% |
| 3M | +12.0% | -1.3% | +13.3% | +12.6% |
| 6M | +43.8% | -2.7% | +46.5% | +45.3% |
| YTD | +20.1% | +2.6% | +17.4% | +17.3% |
| 1Y | +22.3% | -2.0% | +24.3% | +22.2% |
| 3Y | +43.3% | +39.6% | +3.7% | +17.2% |
| 5Y | +47.3% | +35.3% | +12.0% | +20.3% |
| 10Y | +313.7% | +132.3% | +181.4% | +181.4% |
| All | +313.7% | +127.7% | +186.0% | +181.4% |
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