-31.9%
CEG vs ADP
+20.3%
-52.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.3% | -5.7% |
| 7D | -4.8% | +6.4% | -11.2% | -2.3% |
| 30D | -8.2% | +16.6% | -24.8% | -2.3% |
| 3M | -7.9% | +12.9% | -20.8% | -3.2% |
| 6M | -23.2% | +45.7% | -68.9% | -11.3% |
| YTD | -30.1% | +20.6% | -50.8% | -24.9% |
| 1Y | -31.9% | +20.5% | -52.4% | -28.1% |
| All | -31.9% | +20.3% | -52.2% | -28.1% |
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 · 6 months rolling