+45.0%
ADP vs CPRT
-33.3%
+78.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +3.2% | +4.0% | -0.8% | +1.8% |
| 30D | +12.8% | +18.2% | -5.5% | +6.3% |
| 3M | +12.3% | +9.2% | +3.2% | +8.3% |
| 6M | +45.4% | -4.8% | +50.2% | +46.4% |
| YTD | +21.4% | -17.5% | +38.9% | +28.1% |
| 1Y | +23.7% | -22.0% | +45.7% | +32.8% |
| All | +45.0% | -33.3% | +78.3% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling