+31.5%
CVS vs ADP
+47.6%
-16.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.3% |
| 7D | -1.6% | -5.5% | +3.9% | 0.0% |
| 30D | +0.4% | -1.2% | +1.6% | +0.6% |
| 3M | -0.4% | +17.9% | -18.3% | -5.6% |
| 6M | +25.1% | +20.3% | +4.8% | +17.7% |
| YTD | +23.9% | +5.8% | +18.1% | +21.7% |
| 1Y | +41.1% | -7.7% | +48.8% | +45.5% |
| 3Y | +63.6% | +14.7% | +48.9% | +54.8% |
| 5Y | +31.5% | +45.8% | -14.3% | +12.8% |
| All | +31.5% | +47.6% | -16.0% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling