+313.7%
ADP vs CHRW
+131.6%
+182.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.1% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +11.5% | -9.4% | +20.9% | +13.7% |
| 3M | +12.0% | -13.3% | +25.3% | +15.0% |
| 6M | +43.8% | -24.2% | +68.0% | +50.6% |
| YTD | +20.1% | -18.9% | +38.9% | +22.6% |
| 1Y | +22.3% | -12.4% | +34.7% | +22.4% |
| 3Y | +43.3% | +72.2% | -29.0% | +14.9% |
| 5Y | +47.3% | +53.4% | -6.0% | +20.3% |
| 10Y | +313.7% | +127.0% | +186.7% | +181.9% |
| All | +313.7% | +131.6% | +182.1% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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