+11,904.6%
ADP vs CPB
+360.6%
+11,544.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.9% |
| 7D | +3.2% | +8.0% | -4.7% | +1.0% |
| 30D | +14.9% | +22.4% | -7.5% | +8.5% |
| 3M | +11.6% | +2.5% | +9.1% | +10.4% |
| 6M | +48.5% | +12.2% | +36.2% | +43.1% |
| YTD | +20.6% | -12.8% | +33.4% | +23.9% |
| 1Y | +23.7% | -19.2% | +42.9% | +29.7% |
| 3Y | +47.8% | -35.6% | +83.3% | +62.6% |
| 5Y | +47.7% | -31.4% | +79.1% | +57.5% |
| 10Y | +324.0% | -37.9% | +361.9% | +346.5% |
| All | +11,904.6% | +360.6% | +11,544.0% | +6,488.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling