+313.7%
ADP vs CNP
+142.6%
+171.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +1.1% | -4.3% | +5.4% | +2.9% |
| 30D | +11.5% | +5.7% | +5.8% | +8.8% |
| 3M | +12.0% | +0.9% | +11.1% | +11.3% |
| 6M | +43.8% | -1.1% | +44.9% | +43.6% |
| YTD | +20.1% | +8.3% | +11.8% | +14.8% |
| 1Y | +22.3% | +5.9% | +16.4% | +18.0% |
| 3Y | +43.3% | +64.6% | -21.4% | +12.0% |
| 5Y | +47.3% | +74.6% | -27.2% | +11.7% |
| 10Y | +313.7% | +139.8% | +173.9% | +145.5% |
| All | +313.7% | +142.6% | +171.1% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling