+11,904.6%
ADP vs CNP
+1,874.4%
+10,030.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.6% |
| 7D | +3.2% | -4.2% | +7.4% | +4.1% |
| 30D | +14.9% | +5.5% | +9.4% | +13.5% |
| 3M | +11.6% | +0.6% | +11.0% | +11.3% |
| 6M | +48.5% | -2.8% | +51.3% | +49.0% |
| YTD | +20.6% | +7.9% | +12.7% | +18.1% |
| 1Y | +23.7% | +6.7% | +17.0% | +21.4% |
| 3Y | +47.8% | +61.1% | -13.3% | +31.9% |
| 5Y | +47.7% | +73.0% | -25.2% | +29.9% |
| 10Y | +324.0% | +141.9% | +182.1% | +240.5% |
| All | +11,904.6% | +1,874.4% | +10,030.2% | +5,236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling