+41.9%
CVS vs ADP
+270.4%
-228.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.9% | -5.7% | +3.8% | +0.3% |
| 30D | -0.3% | -3.1% | +2.8% | +0.8% |
| 3M | -1.1% | +15.6% | -16.7% | -7.2% |
| 6M | +23.7% | +20.8% | +2.9% | +13.3% |
| YTD | +23.0% | +4.7% | +18.2% | +19.3% |
| 1Y | +37.2% | -8.3% | +45.4% | +40.6% |
| 3Y | +62.4% | +13.6% | +48.9% | +49.9% |
| 5Y | +31.8% | +45.0% | -13.2% | +7.0% |
| 10Y | +41.9% | +279.0% | -237.1% | -17.7% |
| All | +41.9% | +270.4% | -228.5% | -17.7% |
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 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