-22.3%
CEG vs ADP
+47.6%
-69.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +3.6% |
| 7D | -4.7% | +3.2% | -8.0% | -2.9% |
| 30D | -16.6% | +14.9% | -31.5% | -10.0% |
| 3M | -4.1% | +11.6% | -15.7% | +1.8% |
| 6M | -22.3% | +48.5% | -70.8% | -3.6% |
| All | -22.3% | +47.6% | -69.9% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling