+34,247.0%
CTSH vs ADP
+1,693.7%
+32,553.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.2% |
| 7D | -2.7% | -3.4% | +0.7% | -0.4% |
| 30D | +12.4% | +2.8% | +9.6% | +10.5% |
| 3M | +17.4% | +20.9% | -3.6% | +4.5% |
| 6M | -3.1% | +29.9% | -33.0% | -17.8% |
| YTD | -23.6% | +9.6% | -33.2% | -27.4% |
| 1Y | -10.8% | -5.3% | -5.6% | -7.5% |
| 3Y | -8.3% | +16.5% | -24.8% | -17.6% |
| 5Y | -11.3% | +49.4% | -60.7% | -32.9% |
| 10Y | +22.6% | +282.2% | -259.6% | -51.2% |
| All | +34,247.0% | +1,693.7% | +32,553.3% | +4,658.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling