+299.5%
CME vs ADP
+327.9%
-28.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.6% | +1.1% | -1.7% | -1.1% |
| 30D | +8.5% | +11.5% | -3.0% | +3.5% |
| 3M | +16.0% | +12.0% | +4.0% | +10.2% |
| 6M | +9.3% | +43.8% | -34.5% | -7.5% |
| YTD | +15.3% | +20.1% | -4.8% | +5.1% |
| 1Y | +14.4% | +22.3% | -7.9% | +3.2% |
| 3Y | +59.9% | +43.3% | +16.6% | +30.6% |
| 5Y | +69.4% | +47.3% | +22.1% | +32.4% |
| 10Y | +299.5% | +313.7% | -14.2% | +91.2% |
| All | +299.5% | +327.9% | -28.4% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling