-7.7%
ADP vs CPRT
-33.0%
+25.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.2% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -1.2% | +9.9% | -11.2% | -5.2% |
| 3M | +17.9% | +5.6% | +12.2% | +14.5% |
| 6M | +20.3% | -13.6% | +33.9% | +28.0% |
| YTD | +5.8% | -16.7% | +22.6% | +13.9% |
| 1Y | -7.7% | -33.1% | +25.4% | +7.2% |
| All | -7.7% | -33.0% | +25.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling