+79.1%
CME vs ADP
+49.8%
+29.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | -1.6% | -3.4% | +1.9% | -0.7% |
| 30D | +6.2% | +2.8% | +3.4% | +5.4% |
| 3M | +10.4% | +20.9% | -10.5% | +4.9% |
| 6M | -9.5% | +29.9% | -39.4% | -15.9% |
| YTD | +6.0% | +9.6% | -3.6% | +3.3% |
| 1Y | +9.3% | -5.3% | +14.5% | +11.2% |
| 3Y | +57.7% | +16.5% | +41.2% | +48.8% |
| All | +79.1% | +49.8% | +29.3% | +44.2% |
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