+48.7%
ADP vs CHRW
+58.8%
-10.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.2% | +7.3% | -5.1% | +1.0% |
| 30D | +10.6% | -3.6% | +14.1% | +11.0% |
| 3M | +12.9% | -9.6% | +22.5% | +14.3% |
| 6M | +50.6% | -17.0% | +67.6% | +53.3% |
| YTD | +23.2% | -15.4% | +38.6% | +24.2% |
| 1Y | +25.3% | -10.0% | +35.2% | +24.8% |
| 3Y | +47.1% | +82.2% | -35.0% | +22.5% |
| All | +48.7% | +58.8% | -10.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling