+270.5%
ADP vs CHRW
+168.2%
+102.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -3.9% |
| 7D | -5.5% | +1.9% | -7.4% | -5.9% |
| 30D | -1.2% | +0.9% | -2.2% | -1.5% |
| 3M | +17.9% | -19.9% | +37.7% | +23.0% |
| 6M | +20.3% | -15.8% | +36.1% | +23.5% |
| YTD | +5.8% | -5.6% | +11.4% | +5.0% |
| 1Y | -7.7% | +21.0% | -28.8% | -14.7% |
| 3Y | +14.7% | +86.0% | -71.3% | -8.5% |
| 5Y | +45.8% | +88.6% | -42.9% | +13.2% |
| 10Y | +270.5% | +169.3% | +101.2% | +138.7% |
| All | +270.5% | +168.2% | +102.3% | +138.7% |
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