+1,755.2%
ADP vs CSGP
+3,520.0%
-1,764.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +1.8% |
| 7D | +6.4% | +18.3% | -11.9% | +3.0% |
| 30D | +16.6% | +17.8% | -1.2% | +12.8% |
| 3M | +12.9% | +9.3% | +3.6% | +10.5% |
| 6M | +45.7% | -7.9% | +53.6% | +47.1% |
| YTD | +20.6% | -51.5% | +72.2% | +36.2% |
| 1Y | +20.5% | -53.3% | +73.8% | +36.8% |
| 3Y | +48.7% | -57.9% | +106.6% | +69.9% |
| 5Y | +50.0% | -61.3% | +111.3% | +71.8% |
| 10Y | +324.2% | +77.5% | +246.7% | +279.0% |
| All | +1,755.2% | +3,520.0% | -1,764.8% | +1,043.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling