+275.2%
ADP vs CAH
+297.3%
-22.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -5.7% | -5.1% | -0.6% | -4.3% |
| 30D | -1.4% | -1.8% | +0.4% | -1.0% |
| 3M | +16.6% | +9.4% | +7.2% | +13.4% |
| 6M | +24.9% | +9.2% | +15.7% | +21.3% |
| YTD | +5.6% | +15.7% | -10.1% | +0.3% |
| 1Y | -6.0% | +59.7% | -65.8% | -19.7% |
| 3Y | +14.5% | +178.5% | -164.0% | -19.0% |
| 5Y | +47.9% | +398.3% | -350.4% | -14.7% |
| All | +275.2% | +297.3% | -22.1% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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