+316.8%
ADP vs CSGP
+63.3%
+253.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.4% | +0.4% |
| 7D | +3.2% | +1.3% | +2.0% | +2.7% |
| 30D | +14.9% | +10.7% | +4.2% | +10.2% |
| 3M | +11.6% | +3.3% | +8.3% | +9.3% |
| 6M | +48.5% | -10.3% | +58.8% | +52.0% |
| YTD | +20.6% | -54.6% | +75.1% | +53.1% |
| 1Y | +23.7% | -54.6% | +78.3% | +56.9% |
| 3Y | +47.8% | -60.3% | +108.1% | +89.8% |
| 5Y | +47.7% | -63.3% | +111.0% | +89.5% |
| All | +316.8% | +63.3% | +253.5% | +271.1% |
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