+10,816.5%
ADP vs CHD
+10,220.8%
+595.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -3.4% | -2.7% | -0.8% | -2.8% |
| 30D | +2.8% | -4.6% | +7.4% | +3.9% |
| 3M | +20.9% | +5.0% | +15.9% | +19.6% |
| 6M | +29.9% | -3.2% | +33.1% | +30.6% |
| YTD | +9.6% | +18.6% | -9.0% | +4.9% |
| 1Y | -5.3% | +4.8% | -10.1% | -6.8% |
| 3Y | +16.5% | +6.1% | +10.3% | +13.5% |
| 5Y | +49.4% | +24.0% | +25.4% | +39.6% |
| 10Y | +282.2% | +124.5% | +157.7% | +209.9% |
| All | +10,816.5% | +10,220.8% | +595.7% | +4,621.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling