-10.0%
CRM vs ADP
+20.3%
-30.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | -0.2% |
| 7D | -6.2% | +6.4% | -12.6% | -11.7% |
| 30D | -1.2% | +16.6% | -17.8% | -15.5% |
| 3M | +19.1% | +12.9% | +6.2% | +5.7% |
| 6M | +23.0% | +45.7% | -22.7% | -13.5% |
| YTD | -13.7% | +20.6% | -34.3% | -24.9% |
| 1Y | -10.0% | +20.5% | -30.5% | -22.0% |
| All | -10.0% | +20.3% | -30.3% | -22.0% |
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