+317.2%
ADP vs CP
+259.0%
+58.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +0.3% | +0.9% | -0.6% | -0.2% |
| 30D | +11.6% | +10.3% | +1.3% | +6.9% |
| 3M | +15.1% | +2.3% | +12.8% | +13.8% |
| 6M | +46.0% | +10.7% | +35.3% | +39.0% |
| YTD | +22.4% | +29.3% | -6.9% | +7.2% |
| 1Y | +24.5% | +31.5% | -7.0% | +8.1% |
| 3Y | +44.8% | +36.7% | +8.1% | +19.3% |
| 5Y | +49.1% | +26.8% | +22.3% | +25.2% |
| All | +317.2% | +259.0% | +58.1% | +110.6% |
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