+279.0%
ADP vs CRS
+1,345.8%
-1,066.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.7% | -0.5% | -5.1% | -5.6% |
| 30D | -3.1% | -18.1% | +15.0% | +0.3% |
| 3M | +15.6% | -12.4% | +28.0% | +17.4% |
| 6M | +20.8% | +15.9% | +4.9% | +15.2% |
| YTD | +4.7% | +45.8% | -41.1% | -5.2% |
| 1Y | -8.3% | +87.8% | -96.0% | -22.2% |
| 3Y | +13.6% | +648.7% | -635.2% | -32.5% |
| 5Y | +45.0% | +1,416.6% | -1,371.6% | -30.5% |
| 10Y | +279.0% | +1,412.7% | -1,133.7% | +61.1% |
| All | +279.0% | +1,345.8% | -1,066.8% | +61.1% |
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