+47.1%
ADP vs CHRW
+80.1%
-33.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.2% | +7.3% | -5.1% | +1.5% |
| 30D | +10.6% | -3.6% | +14.1% | +10.9% |
| 3M | +12.9% | -9.6% | +22.5% | +13.7% |
| 6M | +50.6% | -17.0% | +67.6% | +52.0% |
| YTD | +23.2% | -15.4% | +38.6% | +24.1% |
| 1Y | +25.3% | -10.0% | +35.2% | +25.5% |
| 3Y | +47.1% | +82.2% | -35.0% | +37.6% |
| All | +47.1% | +80.1% | -33.0% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling