+1,681.4%
CVS vs ADP
+12,160.8%
-10,479.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -3.7% | +1.1% | -4.8% | -4.3% |
| 30D | -0.3% | +11.5% | -11.9% | -4.7% |
| 3M | -10.3% | +12.0% | -22.3% | -14.5% |
| 6M | -4.6% | +43.8% | -48.4% | -18.1% |
| YTD | +10.7% | +20.1% | -9.3% | +1.3% |
| 1Y | +11.2% | +22.3% | -11.1% | +0.9% |
| 3Y | +43.0% | +43.3% | -0.3% | +20.8% |
| 5Y | +8.6% | +47.3% | -38.7% | -10.8% |
| 10Y | +52.0% | +313.7% | -261.8% | -19.2% |
| All | +1,681.4% | +12,160.8% | -10,479.4% | +173.9% |
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 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