+45.8%
ADP vs CRS
+1,394.1%
-1,348.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -3.1% |
| 7D | -5.5% | -3.1% | -2.4% | -5.2% |
| 30D | -1.2% | -19.6% | +18.4% | +0.8% |
| 3M | +17.9% | -8.1% | +25.9% | +18.0% |
| 6M | +20.3% | +18.6% | +1.8% | +16.3% |
| YTD | +5.8% | +45.9% | -40.0% | -0.9% |
| 1Y | -7.7% | +82.5% | -90.2% | -17.1% |
| 3Y | +14.7% | +648.9% | -634.2% | -22.0% |
| 5Y | +45.8% | +1,438.1% | -1,392.3% | -16.6% |
| All | +45.8% | +1,394.1% | -1,348.3% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling