+316.1%
ADP vs CP
+255.2%
+60.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.2% | +2.8% | +0.4% | +1.9% |
| 30D | +12.8% | +11.0% | +1.7% | +7.7% |
| 3M | +12.3% | +3.8% | +8.5% | +10.3% |
| 6M | +45.4% | +9.5% | +35.9% | +39.1% |
| YTD | +21.4% | +28.2% | -6.8% | +6.7% |
| 1Y | +23.7% | +33.0% | -9.2% | +6.8% |
| 3Y | +43.6% | +35.5% | +8.1% | +18.8% |
| 5Y | +48.7% | +25.8% | +22.9% | +25.3% |
| 10Y | +316.1% | +250.7% | +65.4% | +112.0% |
| All | +316.1% | +255.2% | +60.9% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling