+5,676.4%
CRM vs ADP
+1,192.4%
+4,484.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.2% |
| 7D | -5.0% | -5.7% | +0.7% | -0.4% |
| 30D | +23.6% | -3.1% | +26.7% | +27.2% |
| 3M | +39.6% | +15.6% | +24.0% | +25.1% |
| 6M | +23.4% | +20.8% | +2.6% | +6.7% |
| YTD | -7.4% | +4.7% | -12.1% | -10.2% |
| 1Y | -2.3% | -8.3% | +6.0% | +4.8% |
| 3Y | +10.5% | +13.6% | -3.0% | -1.8% |
| 5Y | -4.7% | +45.0% | -49.8% | -30.9% |
| 10Y | +234.7% | +279.0% | -44.2% | -4.0% |
| All | +5,676.4% | +1,192.4% | +4,484.0% | +426.4% |
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