+11,987.3%
ADP vs CRS
+6,329.0%
+5,658.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.6% |
| 7D | +3.2% | +0.2% | +3.0% | +3.0% |
| 30D | +12.8% | -22.9% | +35.6% | +17.2% |
| 3M | +12.3% | -46.8% | +59.2% | +25.1% |
| 6M | +45.4% | -30.4% | +75.8% | +52.4% |
| YTD | +21.4% | -5.4% | +26.8% | +18.0% |
| 1Y | +23.7% | -9.0% | +32.7% | +21.0% |
| 3Y | +43.6% | +352.2% | -308.5% | -3.6% |
| 5Y | +48.7% | +852.2% | -803.5% | -17.7% |
| 10Y | +316.1% | +862.6% | -546.5% | +107.9% |
| All | +11,987.3% | +6,329.0% | +5,658.3% | +3,321.4% |
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