+14.7%
ADP vs CRS
+653.3%
-638.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -3.4% |
| 7D | -5.5% | -3.1% | -2.4% | -5.4% |
| 30D | -1.2% | -19.6% | +18.4% | -0.8% |
| 3M | +17.9% | -8.1% | +25.9% | +17.5% |
| 6M | +20.3% | +18.6% | +1.8% | +18.1% |
| YTD | +5.8% | +45.9% | -40.0% | +1.9% |
| 1Y | -7.7% | +82.5% | -90.2% | -13.5% |
| 3Y | +14.7% | +648.9% | -634.2% | -8.5% |
| All | +14.7% | +653.3% | -638.5% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling