+2,333.8%
ADP vs CHRW
+4,173.0%
-1,839.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | +2.8% | -3.5% | +6.3% | +3.6% |
| 3M | +20.9% | -19.4% | +40.3% | +26.4% |
| 6M | +29.9% | -21.4% | +51.2% | +36.0% |
| YTD | +9.6% | -7.1% | +16.8% | +9.5% |
| 1Y | -5.3% | +17.8% | -23.1% | -11.6% |
| 3Y | +16.5% | +78.8% | -62.3% | -5.1% |
| 5Y | +49.4% | +83.5% | -34.1% | +19.1% |
| 10Y | +282.2% | +160.2% | +122.0% | +170.7% |
| All | +2,333.8% | +4,173.0% | -1,839.1% | +794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling