-10.9%
CTSH vs ADP
+49.8%
-60.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.1% |
| 7D | -2.7% | -3.4% | +0.7% | -0.3% |
| 30D | +12.4% | +2.8% | +9.6% | +10.4% |
| 3M | +17.4% | +20.9% | -3.6% | +4.0% |
| 6M | -3.1% | +29.9% | -33.0% | -18.1% |
| YTD | -23.6% | +9.6% | -33.2% | -28.0% |
| 1Y | -10.8% | -5.3% | -5.6% | -8.7% |
| 3Y | -8.3% | +16.5% | -24.8% | -17.4% |
| All | -10.9% | +49.8% | -60.7% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling