+4,362.7%
ADP vs COR
+17,684.4%
-13,321.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | +14.9% | +5.1% | +9.8% | +13.7% |
| 3M | +11.6% | +2.8% | +8.8% | +10.8% |
| 6M | +48.5% | +32.5% | +15.9% | +39.7% |
| YTD | +20.6% | -0.7% | +21.2% | +19.7% |
| 1Y | +23.7% | -6.7% | +30.4% | +24.3% |
| 3Y | +47.8% | +73.7% | -25.9% | +29.3% |
| 5Y | +47.7% | +177.9% | -130.1% | +16.7% |
| 10Y | +324.0% | +533.8% | -209.8% | +181.2% |
| All | +4,362.7% | +17,684.4% | -13,321.7% | +1,907.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling