+270.5%
ADP vs CTAS
+658.8%
-388.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.5% | 0.0% | -5.4% | -5.5% |
| 30D | -1.2% | -1.0% | -0.2% | -0.7% |
| 3M | +17.9% | +15.8% | +2.1% | +8.5% |
| 6M | +20.3% | -1.0% | +21.3% | +20.3% |
| YTD | +5.8% | +7.4% | -1.6% | +1.1% |
| 1Y | -7.7% | -0.1% | -7.6% | -8.3% |
| 3Y | +14.7% | +66.3% | -51.6% | -16.4% |
| 5Y | +45.8% | +111.0% | -65.2% | -7.8% |
| 10Y | +270.5% | +662.9% | -392.4% | +20.1% |
| All | +270.5% | +658.8% | -388.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling