+14.7%
ADP vs CAH
+184.7%
-170.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.1% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | -1.2% | +1.7% | -3.0% | -1.5% |
| 3M | +17.9% | +17.9% | 0.0% | +15.4% |
| 6M | +20.3% | +10.9% | +9.4% | +18.7% |
| YTD | +5.8% | +17.9% | -12.0% | +3.3% |
| 1Y | -7.7% | +61.7% | -69.4% | -15.6% |
| 3Y | +14.7% | +183.7% | -169.0% | -2.2% |
| All | +14.7% | +184.7% | -170.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling