-6.7%
CMG vs ADP
-7.7%
+1.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -3.8% | -5.7% | +1.9% | -2.1% |
| 30D | +12.9% | -1.4% | +14.3% | +13.3% |
| 3M | +18.8% | +16.6% | +2.2% | +10.9% |
| 6M | +4.1% | +24.9% | -20.9% | -4.9% |
| YTD | -2.4% | +5.6% | -7.9% | -3.1% |
| 1Y | -6.7% | -6.0% | -0.6% | -5.4% |
| All | -6.7% | -7.7% | +1.1% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling