+238.9%
CRM vs ADP
+286.3%
-47.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.3% |
| 7D | -4.4% | -2.8% | -1.7% | -2.5% |
| 30D | +28.1% | +0.2% | +27.9% | +28.3% |
| 3M | +48.8% | +20.5% | +28.3% | +31.9% |
| 6M | +28.3% | +28.8% | -0.5% | +8.8% |
| YTD | -6.0% | +6.6% | -12.6% | -9.5% |
| 1Y | +1.4% | -6.9% | +8.3% | +6.4% |
| 3Y | +11.8% | +16.1% | -4.3% | +0.3% |
| 5Y | -2.0% | +49.3% | -51.4% | -25.3% |
| All | +238.9% | +286.3% | -47.4% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling