+4,100.0%
CMG vs ADP
+1,111.5%
+2,988.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +2.0% |
| 7D | -1.5% | -5.5% | +4.0% | +1.7% |
| 30D | +12.7% | -1.2% | +14.0% | +13.3% |
| 3M | +26.3% | +17.9% | +8.4% | +13.9% |
| 6M | +4.5% | +20.3% | -15.8% | -7.6% |
| YTD | -0.1% | +5.8% | -5.9% | -5.0% |
| 1Y | -6.8% | -7.7% | +0.9% | -4.0% |
| 3Y | -5.0% | +14.7% | -19.7% | -15.4% |
| 5Y | -3.0% | +45.8% | -48.8% | -25.5% |
| 10Y | +323.6% | +270.5% | +53.1% | +67.1% |
| All | +4,100.0% | +1,111.5% | +2,988.5% | +645.1% |
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