+5.6%
CVS vs ADP
+20.3%
-14.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.5% | -15.1% | -12.6% |
| 7D | -11.1% | +6.4% | -17.5% | -11.5% |
| 30D | -7.4% | +16.6% | -24.1% | -8.1% |
| 3M | -22.9% | +12.9% | -35.8% | -23.3% |
| 6M | -1.2% | +45.7% | -46.8% | -2.6% |
| YTD | +3.9% | +20.6% | -16.8% | +4.7% |
| 1Y | +5.6% | +20.5% | -14.9% | +6.4% |
| All | +5.6% | +20.3% | -14.8% | +6.4% |
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 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