+316.8%
ADP vs CPB
-37.5%
+354.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.0% |
| 7D | +3.2% | +8.0% | -4.7% | +1.5% |
| 30D | +14.9% | +22.4% | -7.5% | +10.0% |
| 3M | +11.6% | +3.8% | +7.8% | +10.4% |
| 6M | +48.5% | +13.7% | +34.8% | +44.1% |
| YTD | +20.6% | -11.7% | +32.3% | +22.5% |
| 1Y | +23.7% | -18.1% | +41.8% | +27.5% |
| 3Y | +47.8% | -34.7% | +82.5% | +57.8% |
| 5Y | +47.7% | -30.6% | +78.3% | +54.5% |
| All | +316.8% | -37.5% | +354.4% | +345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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