+1,907.2%
CVS vs ADP
+11,097.1%
-9,190.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | +4.0% | -3.4% | +7.4% | +5.3% |
| 30D | -2.4% | +2.8% | -5.2% | -3.6% |
| 3M | +2.7% | +20.9% | -18.3% | -5.2% |
| 6M | +21.9% | +29.9% | -8.0% | +8.7% |
| YTD | +24.7% | +9.6% | +15.1% | +18.6% |
| 1Y | +35.4% | -5.3% | +40.7% | +36.1% |
| 3Y | +65.2% | +16.5% | +48.7% | +51.3% |
| 5Y | +30.5% | +49.4% | -18.8% | +6.8% |
| 10Y | +40.4% | +282.2% | -241.8% | -22.9% |
| All | +1,907.2% | +11,097.1% | -9,190.0% | +220.7% |
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 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