+23.5%
ADP vs CP
+32.8%
-9.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +11.9% | +9.6% | +2.3% | +11.9% |
| 3M | +13.7% | +2.2% | +11.5% | +13.4% |
| 6M | +46.8% | +11.1% | +35.7% | +48.1% |
| YTD | +21.8% | +28.2% | -6.4% | +21.3% |
| 1Y | +23.5% | +32.2% | -8.6% | +21.6% |
| All | +23.5% | +32.8% | -9.3% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling