+579.5%
CEG vs ADP
+49.8%
+529.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +11.8% | +0.9% | +10.9% | +11.6% |
| 30D | -6.5% | +11.9% | -18.4% | -9.1% |
| 3M | -1.2% | +13.7% | -14.9% | -4.5% |
| 6M | -8.0% | +46.8% | -54.8% | -18.5% |
| YTD | -21.9% | +21.8% | -43.7% | -25.6% |
| 1Y | -21.4% | +23.5% | -45.0% | -25.9% |
| 3Y | +130.0% | +44.1% | +85.9% | +96.7% |
| All | +579.5% | +49.8% | +529.7% | +452.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling