+639.5%
CEG vs ADP
+34.9%
+604.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.4% |
| 7D | +8.0% | -3.4% | +11.5% | +8.9% |
| 30D | +12.9% | +2.8% | +10.1% | +12.0% |
| 3M | +13.2% | +20.9% | -7.8% | +6.6% |
| 6M | -7.0% | +29.9% | -36.9% | -15.0% |
| YTD | -15.0% | +9.6% | -24.6% | -16.8% |
| 1Y | -2.7% | -5.3% | +2.5% | +1.7% |
| 3Y | +184.1% | +16.5% | +167.6% | +165.5% |
| All | +639.5% | +34.9% | +604.6% | +517.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling