+53.2%
ADP vs CPB
-39.5%
+92.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.4% |
| 7D | -3.4% | -8.6% | +5.2% | -1.7% |
| 30D | +2.8% | -7.2% | +10.0% | +4.3% |
| 3M | +20.9% | +0.9% | +20.0% | +20.6% |
| 6M | +29.9% | -11.8% | +41.7% | +32.5% |
| YTD | +9.6% | -19.4% | +29.1% | +13.4% |
| 1Y | -5.3% | -30.4% | +25.1% | +0.5% |
| 3Y | +16.5% | -40.2% | +56.6% | +25.9% |
| All | +53.2% | -39.5% | +92.7% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling