+49.1%
ADP vs CMS
+32.6%
+16.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | +3.2% | -1.3% | +4.5% | +3.8% |
| 30D | +14.9% | +6.3% | +8.6% | +12.5% |
| 3M | +11.6% | -2.1% | +13.7% | +12.4% |
| 6M | +48.5% | -5.1% | +53.6% | +51.0% |
| YTD | +20.6% | +1.3% | +19.3% | +18.8% |
| 1Y | +23.7% | -1.4% | +25.1% | +23.1% |
| 3Y | +47.8% | +36.9% | +10.9% | +27.2% |
| All | +49.1% | +32.6% | +16.5% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling