+49.6%
ADP vs CSGP
-58.5%
+108.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | +7.4% | +13.9% | -6.5% | +3.6% |
| 30D | +17.1% | +16.0% | +1.1% | +12.0% |
| 3M | +14.4% | +6.1% | +8.4% | +11.9% |
| 6M | +47.9% | -8.2% | +56.1% | +48.9% |
| YTD | +22.1% | -52.3% | +74.4% | +40.3% |
| 1Y | +21.8% | -54.5% | +76.3% | +41.1% |
| All | +49.6% | -58.5% | +108.1% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling