+9.7%
CRM vs ADP
+14.5%
-4.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -8.1% | -5.7% | -2.4% | -3.9% |
| 30D | +23.1% | -1.4% | +24.4% | +24.8% |
| 3M | +42.5% | +16.6% | +26.0% | +28.8% |
| 6M | +25.3% | +24.9% | +0.4% | +8.2% |
| YTD | -7.8% | +5.6% | -13.4% | -11.8% |
| 1Y | +1.0% | -6.0% | +7.1% | +2.6% |
| All | +9.7% | +14.5% | -4.8% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling