+10,816.5%
ADP vs CPB
+325.7%
+10,490.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.1% |
| 7D | -3.4% | -8.6% | +5.2% | -1.1% |
| 30D | +2.8% | -7.2% | +10.0% | +4.8% |
| 3M | +20.9% | +0.9% | +20.0% | +20.4% |
| 6M | +29.9% | -11.8% | +41.7% | +33.9% |
| YTD | +9.6% | -19.4% | +29.1% | +15.5% |
| 1Y | -5.3% | -30.4% | +25.1% | +3.7% |
| 3Y | +16.5% | -40.2% | +56.6% | +30.9% |
| 5Y | +49.4% | -39.5% | +88.9% | +65.4% |
| 10Y | +282.2% | -47.4% | +329.6% | +323.6% |
| All | +10,816.5% | +325.7% | +10,490.8% | +6,040.6% |
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