+48.7%
ADP vs CAH
+505.3%
-456.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +2.2% | +3.5% | -1.3% | +1.4% |
| 30D | +10.6% | +13.5% | -2.9% | +7.4% |
| 3M | +12.9% | +21.8% | -8.9% | +8.0% |
| 6M | +50.6% | +51.5% | -0.9% | +37.2% |
| YTD | +23.2% | +38.1% | -14.9% | +13.8% |
| 1Y | +25.3% | +37.7% | -12.4% | +15.8% |
| 3Y | +47.1% | +179.6% | -132.5% | +9.4% |
| All | +48.7% | +505.3% | -456.6% | -21.6% |
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