+71.0%
CME vs ADP
+47.3%
+23.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +0.9% | +3.2% | -2.3% | 0.0% |
| 30D | +13.2% | +14.9% | -1.7% | +9.2% |
| 3M | +16.3% | +11.6% | +4.7% | +12.9% |
| 6M | +7.1% | +48.5% | -41.3% | -3.4% |
| YTD | +15.8% | +20.6% | -4.7% | +10.1% |
| 1Y | +17.1% | +23.7% | -6.6% | +10.4% |
| 3Y | +63.2% | +47.8% | +15.4% | +43.4% |
| All | +71.0% | +47.3% | +23.7% | +46.3% |
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