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  • CME vs ADP✓SelectedUSD · ADPCME vs ADP performance historyLatest closeAs of-1.09%09/08
Stock and ETF performance explorer

CME vs ADP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+282.1%
ADP return
+269.5%
Excess return
+12.6%
Maximum drawdown
-37.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioADPExcessAlpha
1D-1.1%-3.5%+2.4%+0.4%
7D-2.9%-5.5%+2.6%-0.5%
30D+5.5%-1.2%+6.8%+6.0%
3M+11.0%+17.9%-6.9%+2.9%
6M-9.7%+20.3%-30.0%-17.6%
YTD+4.9%+5.8%-1.0%+1.1%
1Y+10.1%-7.7%+17.8%+12.9%
3Y+53.5%+14.7%+38.8%+38.8%
5Y+77.2%+45.8%+31.4%+37.2%
10Y+282.1%+270.5%+11.6%+94.9%
All+282.1%+269.5%+12.6%+94.9%

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 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