+1,066.8%
ADP vs CNC
+5,893.3%
-4,826.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.4% |
| 7D | +2.2% | +2.2% | 0.0% | +1.8% |
| 30D | +10.6% | +1.6% | +9.0% | +10.1% |
| 3M | +12.9% | +7.9% | +5.0% | +11.3% |
| 6M | +50.6% | +21.2% | +29.5% | +45.2% |
| YTD | +23.2% | +73.2% | -50.0% | +11.1% |
| 1Y | +25.3% | +97.5% | -72.2% | +10.5% |
| 3Y | +47.1% | -1.2% | +48.3% | +39.8% |
| 5Y | +50.1% | -6.1% | +56.1% | +42.7% |
| 10Y | +323.6% | +181.3% | +142.4% | +234.2% |
| All | +1,066.8% | +5,893.3% | -4,826.5% | +486.2% |
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 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