+45.0%
ADP vs CPAY
+54.3%
-9.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -5.7% | -2.5% | -3.2% | -4.9% |
| 30D | -3.1% | +1.3% | -4.4% | -3.5% |
| 3M | +15.6% | +13.5% | +2.1% | +11.1% |
| 6M | +20.8% | +24.7% | -3.9% | +12.3% |
| YTD | +4.7% | +34.9% | -30.2% | -5.7% |
| 1Y | -8.3% | +29.7% | -38.0% | -16.6% |
| 3Y | +13.6% | +49.4% | -35.8% | -5.4% |
| 5Y | +45.0% | +53.5% | -8.4% | +12.2% |
| All | +45.0% | +54.3% | -9.3% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling