+45.0%
ADP vs CNC
+2.3%
+42.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -5.7% | -4.9% | -0.8% | -5.1% |
| 30D | -3.1% | -3.8% | +0.7% | -2.6% |
| 3M | +15.6% | -3.2% | +18.8% | +15.8% |
| 6M | +20.8% | +47.9% | -27.1% | +14.4% |
| YTD | +4.7% | +55.7% | -50.9% | -1.7% |
| 1Y | -8.3% | +106.2% | -114.5% | -17.4% |
| 3Y | +13.6% | -2.1% | +15.6% | +10.4% |
| 5Y | +45.0% | +3.4% | +41.6% | +43.8% |
| All | +45.0% | +2.3% | +42.7% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling