+810.1%
CDE vs ADP
+13.6%
+796.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.7% |
| 7D | -2.0% | -5.7% | +3.7% | -1.7% |
| 30D | +15.7% | -3.1% | +18.8% | +15.9% |
| 3M | +30.5% | +15.6% | +14.9% | +28.5% |
| 6M | -7.4% | +20.8% | -28.2% | -8.5% |
| YTD | +17.9% | +4.7% | +13.2% | +22.9% |
| 1Y | +46.7% | -8.3% | +55.0% | +61.1% |
| All | +810.1% | +13.6% | +796.5% | +881.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling