+316.1%
ADP vs CHD
+180.1%
+136.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.2% | +2.4% | +0.8% | +2.3% |
| 30D | +12.8% | +13.9% | -1.2% | +7.8% |
| 3M | +12.3% | +8.5% | +3.8% | +9.1% |
| 6M | +45.4% | +20.4% | +25.0% | +36.4% |
| YTD | +21.4% | +34.5% | -13.1% | +8.8% |
| 1Y | +23.7% | +33.8% | -10.0% | +11.1% |
| 3Y | +43.6% | +29.1% | +14.5% | +28.7% |
| 5Y | +48.7% | +31.2% | +17.5% | +30.3% |
| 10Y | +316.1% | +193.1% | +122.9% | +185.3% |
| All | +316.1% | +180.1% | +136.0% | +185.3% |
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