-6.0%
ADP vs CRS
+81.8%
-87.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.5% |
| 7D | -5.7% | -4.1% | -1.6% | -6.2% |
| 30D | -1.4% | -16.6% | +15.2% | -3.7% |
| 3M | +16.6% | -14.3% | +30.8% | +14.0% |
| 6M | +24.9% | +11.6% | +13.4% | +25.6% |
| YTD | +5.6% | +42.6% | -37.0% | +7.4% |
| 1Y | -6.0% | +81.8% | -87.8% | -4.2% |
| All | -6.0% | +81.8% | -87.9% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling