+275.2%
ADP vs CPAY
+155.3%
+119.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -5.7% | -2.7% | -3.0% | -4.8% |
| 30D | -1.4% | +0.6% | -2.0% | -1.6% |
| 3M | +16.6% | +17.0% | -0.5% | +10.0% |
| 6M | +24.9% | +24.1% | +0.8% | +14.7% |
| YTD | +5.6% | +35.7% | -30.2% | -7.1% |
| 1Y | -6.0% | +34.0% | -40.0% | -17.3% |
| 3Y | +14.5% | +50.3% | -35.8% | -7.1% |
| 5Y | +47.9% | +56.7% | -8.8% | +14.8% |
| All | +275.2% | +155.3% | +119.9% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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