-93.0%
CDE vs ADP
+12,480.3%
-12,573.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -9.6% | +2.2% | -11.8% | -10.2% |
| 30D | -6.7% | +10.6% | -17.2% | -9.4% |
| 3M | -24.2% | +12.9% | -37.1% | -26.9% |
| 6M | -29.1% | +50.6% | -79.7% | -37.4% |
| YTD | -21.5% | +23.2% | -44.7% | -27.2% |
| 1Y | -7.4% | +25.3% | -32.6% | -14.5% |
| 3Y | +596.3% | +47.1% | +549.2% | +511.9% |
| 5Y | +95.7% | +50.1% | +45.7% | +71.8% |
| 10Y | +53.0% | +323.6% | -270.7% | +4.3% |
| All | -93.0% | +12,480.3% | -12,573.3% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling