+50.8%
CDE vs ADP
-4.5%
+55.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -2.7% |
| 7D | +0.5% | -3.4% | +4.0% | -0.8% |
| 30D | +21.9% | +2.8% | +19.1% | +23.3% |
| 3M | +14.9% | +20.9% | -6.0% | +23.8% |
| 6M | -10.5% | +29.9% | -40.4% | +1.4% |
| YTD | +19.3% | +9.6% | +9.6% | +35.7% |
| 1Y | +50.8% | -5.3% | +56.1% | +58.9% |
| All | +50.8% | -4.5% | +55.4% | +58.9% |
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 · 6 months rolling