+10,816.5%
ADP vs CTAS
+23,129.2%
-12,312.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.4% | -1.8% | -1.6% | -2.8% |
| 30D | +2.8% | -0.2% | +3.0% | +2.8% |
| 3M | +20.9% | +11.7% | +9.2% | +16.4% |
| 6M | +29.9% | +0.7% | +29.2% | +29.2% |
| YTD | +9.6% | +7.4% | +2.2% | +6.8% |
| 1Y | -5.3% | -2.1% | -3.2% | -4.9% |
| 3Y | +16.5% | +62.9% | -46.5% | -2.0% |
| 5Y | +49.4% | +111.9% | -62.5% | +15.5% |
| 10Y | +282.2% | +652.2% | -370.0% | +99.9% |
| All | +10,816.5% | +23,129.2% | -12,312.7% | +2,582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling