+35,729.8%
CTSH vs ADP
+1,886.1%
+33,843.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.5% |
| 7D | +1.8% | +3.2% | -1.4% | -0.2% |
| 30D | +9.8% | +12.8% | -3.0% | +1.7% |
| 3M | +12.1% | +12.3% | -0.2% | +4.5% |
| 6M | +27.4% | +45.4% | -18.0% | +1.2% |
| YTD | -20.3% | +21.4% | -41.7% | -28.9% |
| 1Y | -8.8% | +23.7% | -32.5% | -19.6% |
| 3Y | +4.0% | +43.6% | -39.6% | -17.5% |
| 5Y | -12.2% | +48.7% | -60.9% | -33.1% |
| 10Y | +38.7% | +316.1% | -277.4% | -47.5% |
| All | +35,729.8% | +1,886.1% | +33,843.7% | +4,562.8% |
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 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