+4,063.6%
CMG vs ADP
+1,294.0%
+2,769.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +4.1% | +0.9% | +3.2% | +3.5% |
| 30D | +20.5% | +11.9% | +8.6% | +12.8% |
| 3M | +14.5% | +13.7% | +0.8% | +6.0% |
| 6M | +14.8% | +46.8% | -32.0% | -9.3% |
| YTD | -1.0% | +21.8% | -22.7% | -13.3% |
| 1Y | +22.9% | +23.5% | -0.6% | +6.8% |
| 3Y | -13.6% | +44.1% | -57.7% | -32.3% |
| 5Y | +0.9% | +49.9% | -49.0% | -23.7% |
| 10Y | +361.4% | +318.8% | +42.6% | +69.7% |
| All | +4,063.6% | +1,294.0% | +2,769.6% | +580.1% |
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