+49.1%
ADP vs CP
+24.4%
+24.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +3.2% | +2.8% | +0.5% | +2.4% |
| 30D | +14.9% | +10.2% | +4.7% | +11.6% |
| 3M | +11.6% | +2.4% | +9.3% | +10.7% |
| 6M | +48.5% | +7.7% | +40.8% | +44.8% |
| YTD | +20.6% | +26.0% | -5.4% | +10.5% |
| 1Y | +23.7% | +34.6% | -10.9% | +10.5% |
| 3Y | +47.8% | +26.7% | +21.1% | +31.1% |
| All | +49.1% | +24.4% | +24.7% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling