+11,853.5%
ADP vs CTAS
+25,758.4%
-13,904.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +11.5% | +10.3% | +1.3% | +7.9% |
| 3M | +12.0% | +10.2% | +1.9% | +8.4% |
| 6M | +43.8% | +34.4% | +9.4% | +30.1% |
| YTD | +20.1% | +19.6% | +0.5% | +12.7% |
| 1Y | +22.3% | +21.8% | +0.5% | +14.1% |
| 3Y | +43.3% | +74.1% | -30.8% | +17.9% |
| 5Y | +47.3% | +114.0% | -66.7% | +13.4% |
| 10Y | +313.7% | +813.9% | -500.2% | +103.8% |
| All | +11,853.5% | +25,758.4% | -13,904.9% | +2,732.5% |
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