+282.1%
CME vs ADP
+269.5%
+12.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 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