+995.6%
ADP vs CPAY
+1,748.9%
-753.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | +2.2% | +1.6% | +0.6% | +1.6% |
| 30D | +10.6% | +17.6% | -7.0% | +4.6% |
| 3M | +12.9% | +8.7% | +4.2% | +9.6% |
| 6M | +50.6% | +39.5% | +11.1% | +34.3% |
| YTD | +23.2% | +53.6% | -30.4% | +4.9% |
| 1Y | +25.3% | +63.3% | -38.0% | +4.3% |
| 3Y | +47.1% | +101.7% | -54.6% | +9.9% |
| 5Y | +50.1% | +91.4% | -41.3% | +12.1% |
| 10Y | +323.6% | +221.7% | +102.0% | +166.4% |
| All | +995.6% | +1,748.9% | -753.3% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling