+45.8%
ADP vs CAH
+400.8%
-355.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.9% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | -1.2% | +1.7% | -3.0% | -1.6% |
| 3M | +17.9% | +17.9% | 0.0% | +13.7% |
| 6M | +20.3% | +10.9% | +9.4% | +17.4% |
| YTD | +5.8% | +17.9% | -12.0% | +1.5% |
| 1Y | -7.7% | +61.7% | -69.4% | -19.1% |
| 3Y | +14.7% | +183.7% | -169.0% | -15.9% |
| 5Y | +45.8% | +401.3% | -355.6% | -14.6% |
| All | +45.8% | +400.8% | -355.0% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling