+322.1%
ADP vs CSGP
+71.3%
+250.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | +7.4% | +13.9% | -6.5% | +2.6% |
| 30D | +17.1% | +16.0% | +1.1% | +10.5% |
| 3M | +14.4% | +6.1% | +8.4% | +11.0% |
| 6M | +47.9% | -8.2% | +56.1% | +50.2% |
| YTD | +22.1% | -52.3% | +74.4% | +52.6% |
| 1Y | +21.8% | -54.5% | +76.3% | +54.4% |
| 3Y | +50.5% | -58.6% | +109.1% | +90.5% |
| 5Y | +49.6% | -61.5% | +111.1% | +88.8% |
| All | +322.1% | +71.3% | +250.7% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling