+317.2%
ADP vs CTAS
+817.6%
-500.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | +11.6% | +10.2% | +1.4% | +5.7% |
| 3M | +15.1% | +12.1% | +3.0% | +7.9% |
| 6M | +46.0% | +38.3% | +7.8% | +21.7% |
| YTD | +22.4% | +21.9% | +0.5% | +8.9% |
| 1Y | +24.5% | +24.0% | +0.4% | +9.6% |
| 3Y | +44.8% | +75.1% | -30.3% | +2.7% |
| 5Y | +49.1% | +116.9% | -67.9% | -7.3% |
| All | +317.2% | +817.6% | -500.4% | +19.8% |
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