+73.1%
CME vs ADP
+49.5%
+23.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +3.9% | +2.2% | +1.8% | +3.4% |
| 30D | +11.3% | +10.6% | +0.8% | +8.4% |
| 3M | +19.6% | +12.9% | +6.6% | +15.7% |
| 6M | +8.1% | +50.6% | -42.6% | -2.9% |
| YTD | +20.4% | +23.2% | -2.8% | +13.8% |
| 1Y | +16.5% | +25.3% | -8.8% | +9.5% |
| 3Y | +66.4% | +47.1% | +19.3% | +46.9% |
| All | +73.1% | +49.5% | +23.6% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling