+37.2%
CVS vs ADP
-8.7%
+45.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.9% | -5.7% | +3.8% | -1.7% |
| 30D | -0.3% | -3.1% | +2.8% | -0.2% |
| 3M | -1.1% | +15.6% | -16.7% | -1.9% |
| 6M | +23.7% | +20.8% | +2.9% | +22.7% |
| YTD | +23.0% | +4.7% | +18.2% | +24.6% |
| 1Y | +37.2% | -8.3% | +45.4% | +40.9% |
| All | +37.2% | -8.7% | +45.8% | +40.9% |
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 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