+593.1%
CEG vs ADP
+51.5%
+541.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | +12.1% | +2.2% | +9.9% | +11.6% |
| 30D | +0.2% | +10.6% | -10.3% | -2.2% |
| 3M | +0.7% | +12.9% | -12.2% | -2.4% |
| 6M | +2.2% | +50.6% | -48.4% | -10.1% |
| YTD | -20.3% | +23.2% | -43.5% | -24.3% |
| 1Y | -16.1% | +25.3% | -41.3% | -21.1% |
| 3Y | +134.7% | +47.1% | +87.5% | +99.2% |
| All | +593.1% | +51.5% | +541.5% | +461.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling