+5,206.1%
ADP vs CPRT
+22,868.9%
-17,662.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +3.2% | +4.0% | -0.8% | +2.4% |
| 30D | +12.8% | +18.2% | -5.5% | +9.2% |
| 3M | +12.3% | +9.2% | +3.2% | +10.2% |
| 6M | +45.4% | -4.8% | +50.2% | +46.1% |
| YTD | +21.4% | -17.5% | +38.9% | +25.2% |
| 1Y | +23.7% | -22.0% | +45.7% | +28.9% |
| 3Y | +43.6% | -33.7% | +77.4% | +53.3% |
| 5Y | +48.7% | -15.0% | +63.7% | +51.1% |
| 10Y | +316.1% | +385.2% | -69.1% | +224.8% |
| All | +5,206.1% | +22,868.9% | -17,662.7% | +2,768.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling