+284.5%
ADP vs CSGP
+45.2%
+239.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.3% |
| 7D | -3.4% | -4.1% | +0.6% | -2.1% |
| 30D | +2.8% | +2.3% | +0.5% | +1.7% |
| 3M | +20.9% | -8.2% | +29.1% | +23.8% |
| 6M | +29.9% | -35.1% | +64.9% | +48.8% |
| YTD | +9.6% | -54.0% | +63.7% | +39.7% |
| 1Y | -5.3% | -65.3% | +60.0% | +32.6% |
| 3Y | +16.5% | -62.6% | +79.0% | +53.9% |
| 5Y | +49.4% | -64.8% | +114.2% | +95.3% |
| All | +284.5% | +45.2% | +239.2% | +238.8% |
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