+3,909.1%
CMG vs ADP
+1,310.3%
+2,598.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.1% |
| 7D | +2.5% | +2.2% | +0.3% | +1.2% |
| 30D | +15.6% | +10.6% | +5.0% | +8.9% |
| 3M | +8.2% | +12.9% | -4.7% | +0.6% |
| 6M | +9.9% | +50.6% | -40.8% | -14.5% |
| YTD | -4.6% | +23.2% | -27.8% | -17.1% |
| 1Y | +12.4% | +25.3% | -12.8% | -3.1% |
| 3Y | -18.0% | +47.1% | -65.1% | -36.5% |
| 5Y | -5.3% | +50.1% | -55.4% | -28.5% |
| 10Y | +344.2% | +323.6% | +20.6% | +62.3% |
| All | +3,909.1% | +1,310.3% | +2,598.8% | +550.5% |
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