+10,816.5%
ADP vs CRS
+10,171.0%
+645.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +2.8% | -16.6% | +19.4% | +6.2% |
| 3M | +20.9% | -3.5% | +24.4% | +20.7% |
| 6M | +29.9% | +15.4% | +14.4% | +23.9% |
| YTD | +9.6% | +51.2% | -41.6% | -1.4% |
| 1Y | -5.3% | +98.3% | -103.6% | -20.2% |
| 3Y | +16.5% | +651.5% | -635.1% | -28.4% |
| 5Y | +49.4% | +1,411.1% | -1,361.7% | -23.6% |
| 10Y | +282.2% | +1,424.3% | -1,142.1% | +75.9% |
| All | +10,816.5% | +10,171.0% | +645.5% | +2,758.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling