+47.1%
ADP vs CNC
-1.0%
+48.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.5% |
| 7D | +2.2% | +2.2% | 0.0% | +2.0% |
| 30D | +10.6% | +1.6% | +9.0% | +10.3% |
| 3M | +12.9% | +7.9% | +5.0% | +12.1% |
| 6M | +50.6% | +21.2% | +29.5% | +48.0% |
| YTD | +23.2% | +73.2% | -50.0% | +17.8% |
| 1Y | +25.3% | +97.5% | -72.2% | +18.9% |
| 3Y | +47.1% | -1.2% | +48.3% | +45.2% |
| All | +47.1% | -1.0% | +48.1% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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