+43.3%
ADP vs CP
+30.2%
+13.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | +1.1% | +2.8% | -1.7% | +0.6% |
| 30D | +11.5% | +11.3% | +0.2% | +9.6% |
| 3M | +12.0% | +2.9% | +9.2% | +11.4% |
| 6M | +43.8% | +9.8% | +34.0% | +41.6% |
| YTD | +20.1% | +28.5% | -8.5% | +14.0% |
| 1Y | +22.3% | +33.5% | -11.2% | +15.0% |
| 3Y | +43.3% | +31.9% | +11.3% | +33.9% |
| All | +43.3% | +30.2% | +13.0% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling