+48.7%
ADP vs CMS
+35.4%
+13.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | +12.8% | +7.4% | +5.3% | +9.9% |
| 3M | +12.3% | +1.9% | +10.5% | +11.5% |
| 6M | +45.4% | -2.3% | +47.7% | +46.4% |
| YTD | +21.4% | +3.0% | +18.4% | +18.9% |
| 1Y | +23.7% | -2.8% | +26.5% | +24.0% |
| 3Y | +43.6% | +37.9% | +5.7% | +23.4% |
| 5Y | +48.7% | +34.0% | +14.8% | +28.0% |
| All | +48.7% | +35.4% | +13.3% | +28.0% |
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