+12,054.6%
ADP vs CP
+7,870.0%
+4,184.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +7.4% | +6.1% | +1.3% | +5.4% |
| 30D | +17.1% | +9.8% | +7.3% | +13.7% |
| 3M | +14.4% | +2.7% | +11.7% | +13.4% |
| 6M | +47.9% | +12.8% | +35.1% | +42.0% |
| YTD | +22.1% | +28.2% | -6.1% | +11.8% |
| 1Y | +21.8% | +34.1% | -12.4% | +9.9% |
| 3Y | +50.5% | +28.9% | +21.6% | +35.5% |
| 5Y | +49.6% | +27.1% | +22.5% | +34.2% |
| 10Y | +329.3% | +264.8% | +64.5% | +178.0% |
| All | +12,054.6% | +7,870.0% | +4,184.6% | +2,784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling