+45.8%
ADP vs CHD
+21.8%
+24.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -2.9% |
| 7D | -5.5% | -2.9% | -2.6% | -4.7% |
| 30D | -1.2% | -6.2% | +5.0% | +0.6% |
| 3M | +17.9% | +1.6% | +16.3% | +17.5% |
| 6M | +20.3% | -3.5% | +23.9% | +21.4% |
| YTD | +5.8% | +16.2% | -10.4% | +0.6% |
| 1Y | -7.7% | +3.4% | -11.1% | -9.2% |
| 3Y | +14.7% | +4.6% | +10.1% | +11.3% |
| 5Y | +45.8% | +21.1% | +24.6% | +35.3% |
| All | +45.8% | +21.8% | +24.0% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling