-0.8%
CRM vs ADP
+47.2%
-48.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -4.4% | -3.4% | -1.1% | -1.7% |
| 30D | +28.1% | -0.4% | +28.5% | +29.0% |
| 3M | +48.8% | +19.7% | +29.1% | +30.3% |
| 6M | +28.3% | +27.9% | +0.3% | +6.8% |
| YTD | -6.0% | +5.9% | -12.0% | -9.8% |
| 1Y | +1.4% | -7.5% | +8.9% | +7.2% |
| 3Y | +11.8% | +15.4% | -3.5% | -1.5% |
| All | -0.8% | +47.2% | -48.0% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling