+63.8%
ADP vs CPNG
-76.8%
+140.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -5.7% | -7.6% | +1.9% | -5.0% |
| 30D | -3.1% | -8.8% | +5.7% | -2.3% |
| 3M | +15.6% | -7.2% | +22.8% | +16.0% |
| 6M | +20.8% | -21.5% | +42.3% | +22.9% |
| YTD | +4.7% | -37.4% | +42.2% | +8.8% |
| 1Y | -8.3% | -54.3% | +46.1% | -1.7% |
| 3Y | +13.6% | -20.3% | +33.9% | +13.3% |
| 5Y | +45.0% | -51.2% | +96.2% | +40.1% |
| All | +63.8% | -76.8% | +140.5% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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