+12,054.6%
ADP vs CMS
+475.9%
+11,578.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +7.4% | +1.7% | +5.7% | +6.9% |
| 30D | +17.1% | +8.6% | +8.4% | +14.7% |
| 3M | +14.4% | -0.5% | +14.9% | +14.5% |
| 6M | +47.9% | -4.2% | +52.1% | +49.3% |
| YTD | +22.1% | +3.4% | +18.6% | +20.6% |
| 1Y | +21.8% | +0.4% | +21.3% | +21.1% |
| 3Y | +50.5% | +38.2% | +12.3% | +37.4% |
| 5Y | +49.6% | +35.4% | +14.2% | +36.8% |
| 10Y | +329.3% | +131.7% | +197.6% | +248.9% |
| All | +12,054.6% | +475.9% | +11,578.7% | +7,275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling