+875.2%
ADP vs CPAY
+1,565.5%
-690.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -3.4% | +2.1% | -5.5% | -4.1% |
| 30D | +2.8% | +5.5% | -2.7% | +0.9% |
| 3M | +20.9% | +16.6% | +4.4% | +14.7% |
| 6M | +29.9% | +26.7% | +3.2% | +19.0% |
| YTD | +9.6% | +38.4% | -28.7% | -3.2% |
| 1Y | -5.3% | +30.1% | -35.4% | -14.9% |
| 3Y | +16.5% | +52.6% | -36.1% | -3.9% |
| 5Y | +49.4% | +59.0% | -9.6% | +18.7% |
| 10Y | +282.2% | +148.4% | +133.8% | +158.1% |
| All | +875.2% | +1,565.5% | -690.3% | +316.4% |
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