+10,816.5%
ADP vs CAH
+15,076.3%
-4,259.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.4% | +5.4% | -8.8% | -4.8% |
| 30D | +2.8% | +3.3% | -0.5% | +1.8% |
| 3M | +20.9% | +22.8% | -1.9% | +14.4% |
| 6M | +29.9% | +11.3% | +18.6% | +25.7% |
| YTD | +9.6% | +21.1% | -11.5% | +3.4% |
| 1Y | -5.3% | +67.2% | -72.5% | -18.5% |
| 3Y | +16.5% | +195.6% | -179.2% | -14.8% |
| 5Y | +49.4% | +413.8% | -364.4% | -6.6% |
| 10Y | +282.2% | +309.6% | -27.4% | +140.7% |
| All | +10,816.5% | +15,076.3% | -4,259.8% | +3,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling