+6,781.2%
CME vs ADP
+1,332.9%
+5,448.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.0% |
| 7D | -1.6% | -3.4% | +1.9% | +0.5% |
| 30D | +6.2% | +2.8% | +3.4% | +4.4% |
| 3M | +10.4% | +20.9% | -10.5% | -2.0% |
| 6M | -9.5% | +29.9% | -39.4% | -23.9% |
| YTD | +6.0% | +9.6% | -3.6% | -1.8% |
| 1Y | +9.3% | -5.3% | +14.5% | +10.4% |
| 3Y | +57.7% | +16.5% | +41.2% | +35.9% |
| 5Y | +77.7% | +49.4% | +28.3% | +25.2% |
| 10Y | +281.2% | +282.2% | -1.0% | +28.5% |
| All | +6,781.2% | +1,332.9% | +5,448.3% | +889.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling