+279.0%
ADP vs CHD
+123.8%
+155.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -5.7% | -4.2% | -1.5% | -4.3% |
| 30D | -3.1% | -7.6% | +4.5% | -0.5% |
| 3M | +15.6% | -1.6% | +17.2% | +16.3% |
| 6M | +20.8% | -6.3% | +27.1% | +23.2% |
| YTD | +4.7% | +14.6% | -9.8% | -0.7% |
| 1Y | -8.3% | +1.6% | -9.9% | -9.5% |
| 3Y | +13.6% | +3.1% | +10.4% | +10.1% |
| 5Y | +45.0% | +21.1% | +24.0% | +30.5% |
| 10Y | +279.0% | +128.6% | +150.4% | +179.2% |
| All | +279.0% | +123.8% | +155.2% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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