+34.0%
CDE vs ADP
-5.6%
+39.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.3% |
| 7D | -3.1% | -3.4% | +0.3% | -4.3% |
| 30D | +9.5% | -0.4% | +9.9% | +9.4% |
| 3M | +25.5% | +19.7% | +5.8% | +34.3% |
| 6M | -7.9% | +27.9% | -35.8% | +2.9% |
| YTD | +15.6% | +5.9% | +9.6% | +30.7% |
| 1Y | +34.0% | -7.5% | +41.5% | +41.4% |
| All | +34.0% | -5.6% | +39.6% | +41.4% |
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