-32.5%
CBRS vs ADP
+34.1%
-66.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.1% | +12.4% | +7.3% |
| 7D | +17.3% | -3.4% | +20.7% | +11.8% |
| 30D | -2.0% | +2.8% | -4.8% | +3.5% |
| 3M | -2.5% | +20.9% | -23.4% | +10.1% |
| All | -32.5% | +34.1% | -66.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · Available span rolling