+49.1%
ADP vs COR
+178.3%
-129.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | +14.9% | +5.1% | +9.8% | +13.3% |
| 3M | +11.6% | +2.8% | +8.8% | +10.6% |
| 6M | +48.5% | +32.5% | +15.9% | +37.7% |
| YTD | +20.6% | -0.7% | +21.2% | +19.1% |
| 1Y | +23.7% | -6.7% | +30.4% | +24.6% |
| 3Y | +47.8% | +73.7% | -25.9% | +16.8% |
| All | +49.1% | +178.3% | -129.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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