+14.7%
ADP vs CPNG
-19.7%
+34.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.3% | -3.2% |
| 7D | -5.5% | -6.3% | +0.8% | -5.0% |
| 30D | -1.2% | -8.7% | +7.5% | -0.5% |
| 3M | +17.9% | -2.4% | +20.3% | +17.6% |
| 6M | +20.3% | -22.3% | +42.7% | +22.5% |
| YTD | +5.8% | -37.2% | +43.0% | +10.0% |
| 1Y | -7.7% | -53.0% | +45.3% | -1.0% |
| 3Y | +14.7% | -20.0% | +34.8% | +16.3% |
| All | +14.7% | -19.7% | +34.5% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling