+65.4%
CVS vs ADP
+18.2%
+47.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +4.0% | -3.4% | +7.4% | +4.6% |
| 30D | -2.4% | +2.8% | -5.2% | -2.9% |
| 3M | +2.7% | +20.9% | -18.3% | -1.2% |
| 6M | +21.9% | +29.9% | -8.0% | +15.4% |
| YTD | +24.7% | +9.6% | +15.1% | +23.8% |
| 1Y | +35.4% | -5.3% | +40.7% | +40.4% |
| All | +65.4% | +18.2% | +47.2% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling