+14.7%
ADP vs CHD
+4.0%
+10.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -3.0% |
| 7D | -5.5% | -2.9% | -2.6% | -4.9% |
| 30D | -1.2% | -6.2% | +5.0% | +0.1% |
| 3M | +17.9% | +1.6% | +16.3% | +17.7% |
| 6M | +20.3% | -3.5% | +23.9% | +21.1% |
| YTD | +5.8% | +16.2% | -10.4% | +2.1% |
| 1Y | -7.7% | +3.4% | -11.1% | -8.9% |
| 3Y | +14.7% | +4.6% | +10.1% | +12.1% |
| All | +14.7% | +4.0% | +10.7% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling