+53.2%
ADP vs CPRT
-7.1%
+60.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -3.4% | +2.2% | -5.6% | -4.3% |
| 30D | +2.8% | +16.6% | -13.8% | -3.9% |
| 3M | +20.9% | +9.6% | +11.3% | +15.7% |
| 6M | +29.9% | -11.1% | +41.0% | +35.4% |
| YTD | +9.6% | -13.9% | +23.5% | +15.7% |
| 1Y | -5.3% | -32.5% | +27.3% | +10.4% |
| 3Y | +16.5% | -25.0% | +41.5% | +25.8% |
| All | +53.2% | -7.1% | +60.3% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling