+1,760.0%
CVS vs ADP
+12,298.0%
-10,538.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.0% |
| 7D | -2.6% | +3.2% | -5.8% | -4.0% |
| 30D | +4.0% | +12.8% | -8.7% | -0.9% |
| 3M | -6.3% | +12.3% | -18.6% | -10.8% |
| 6M | -0.4% | +45.4% | -45.8% | -14.8% |
| YTD | +15.6% | +21.4% | -5.8% | +5.3% |
| 1Y | +18.3% | +23.7% | -5.4% | +6.9% |
| 3Y | +47.3% | +43.6% | +3.6% | +24.2% |
| 5Y | +13.2% | +48.7% | -35.5% | -7.3% |
| 10Y | +57.2% | +316.1% | -258.9% | -16.6% |
| All | +1,760.0% | +12,298.0% | -10,538.0% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling