+38.7%
CTSH vs ADP
+315.9%
-277.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.4% |
| 7D | +1.8% | +3.2% | -1.4% | -0.3% |
| 30D | +9.8% | +12.8% | -3.0% | +1.5% |
| 3M | +12.1% | +12.3% | -0.2% | +4.3% |
| 6M | +27.4% | +45.4% | -18.0% | +0.8% |
| YTD | -20.3% | +21.4% | -41.7% | -29.2% |
| 1Y | -8.8% | +23.7% | -32.5% | -20.0% |
| 3Y | +4.0% | +43.6% | -39.6% | -17.7% |
| 5Y | -12.2% | +48.7% | -60.9% | -33.2% |
| 10Y | +38.7% | +316.1% | -277.4% | -35.7% |
| All | +38.7% | +315.9% | -277.1% | -35.7% |
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