+318.8%
ADP vs CPB
-40.1%
+358.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.9% | -4.1% | +5.0% | +1.8% |
| 30D | +11.9% | +16.9% | -5.0% | +8.2% |
| 3M | +13.7% | -0.6% | +14.3% | +13.5% |
| 6M | +46.8% | +11.4% | +35.4% | +43.1% |
| YTD | +21.8% | -14.8% | +36.6% | +24.7% |
| 1Y | +23.5% | -24.8% | +48.3% | +29.7% |
| 3Y | +44.1% | -36.6% | +80.7% | +54.9% |
| 5Y | +49.9% | -33.3% | +83.2% | +58.2% |
| 10Y | +318.8% | -40.4% | +359.1% | +344.9% |
| All | +318.8% | -40.1% | +358.9% | +344.9% |
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