+37.1%
CTSH vs ADP
+317.3%
-280.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -2.1% | +0.9% | -3.0% | -2.6% |
| 30D | +8.0% | +11.9% | -3.9% | +0.3% |
| 3M | +10.6% | +13.7% | -3.1% | +2.0% |
| 6M | +32.5% | +46.8% | -14.2% | +4.2% |
| YTD | -21.0% | +21.8% | -42.7% | -30.0% |
| 1Y | -9.9% | +23.5% | -33.4% | -20.9% |
| 3Y | +3.1% | +44.1% | -40.9% | -18.6% |
| 5Y | -13.4% | +49.9% | -63.3% | -34.5% |
| All | +37.1% | +317.3% | -280.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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