+518.2%
CEG vs ADP
+48.3%
+469.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -4.7% | +3.2% | -8.0% | -5.5% |
| 30D | -16.6% | +14.9% | -31.5% | -19.5% |
| 3M | -4.1% | +11.6% | -15.7% | -7.0% |
| 6M | -22.3% | +48.5% | -70.8% | -31.6% |
| YTD | -28.9% | +20.6% | -49.5% | -32.1% |
| 1Y | -28.5% | +23.7% | -52.1% | -32.7% |
| 3Y | +104.3% | +47.8% | +56.5% | +71.5% |
| All | +518.2% | +48.3% | +469.9% | +403.5% |
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