+938.5%
ADP vs CNC
+5,537.6%
-4,599.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.8% |
| 7D | -3.4% | +3.5% | -7.0% | -4.0% |
| 30D | +2.8% | +0.1% | +2.7% | +2.7% |
| 3M | +20.9% | +6.9% | +14.0% | +19.2% |
| 6M | +29.9% | +49.0% | -19.1% | +20.6% |
| YTD | +9.6% | +62.9% | -53.3% | +0.1% |
| 1Y | -5.3% | +134.0% | -139.3% | -19.2% |
| 3Y | +16.5% | +9.4% | +7.1% | +8.8% |
| 5Y | +49.4% | +4.1% | +45.3% | +39.5% |
| 10Y | +282.2% | +95.4% | +186.8% | +216.8% |
| All | +938.5% | +5,537.6% | -4,599.0% | +428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling