+71.4%
ADP vs CPNG
-75.9%
+147.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -3.4% | -7.4% | +4.0% | -2.7% |
| 30D | +2.8% | -4.4% | +7.2% | +3.2% |
| 3M | +20.9% | -7.5% | +28.4% | +21.4% |
| 6M | +29.9% | -19.9% | +49.8% | +31.8% |
| YTD | +9.6% | -35.2% | +44.8% | +13.5% |
| 1Y | -5.3% | -46.8% | +41.5% | -0.1% |
| 3Y | +16.5% | -20.2% | +36.6% | +16.2% |
| 5Y | +49.4% | -48.4% | +97.8% | +43.8% |
| All | +71.4% | -75.9% | +147.4% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling