+319.9%
ADP vs CRS
+790.4%
-470.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +1.1% |
| 7D | +2.2% | +4.8% | -2.6% | +1.2% |
| 30D | +10.6% | -23.2% | +33.7% | +14.7% |
| 3M | +12.9% | -45.5% | +58.4% | +24.4% |
| 6M | +50.6% | -33.1% | +83.8% | +58.2% |
| YTD | +23.2% | -7.2% | +30.4% | +19.3% |
| 1Y | +25.3% | -10.0% | +35.3% | +22.0% |
| 3Y | +47.1% | +332.3% | -285.2% | -4.7% |
| 5Y | +50.1% | +801.9% | -751.8% | -22.5% |
| All | +319.9% | +790.4% | -470.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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