+104.3%
CEG vs ADP
+48.5%
+55.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.2% |
| 7D | -4.7% | +3.2% | -8.0% | -4.4% |
| 30D | -16.6% | +14.9% | -31.5% | -15.5% |
| 3M | -4.1% | +11.6% | -15.7% | -3.2% |
| 6M | -22.3% | +48.5% | -70.8% | -21.7% |
| YTD | -28.9% | +20.6% | -49.5% | -25.6% |
| 1Y | -28.5% | +23.7% | -52.1% | -25.8% |
| 3Y | +104.3% | +47.8% | +56.5% | +109.3% |
| All | +104.3% | +48.5% | +55.7% | +109.3% |
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