+2,576.4%
ADP vs CHRW
+3,527.3%
-950.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | +3.2% | +0.6% | +2.7% | +3.0% |
| 30D | +14.9% | -7.3% | +22.2% | +16.7% |
| 3M | +11.6% | -14.2% | +25.8% | +15.1% |
| 6M | +48.5% | -25.1% | +73.5% | +56.9% |
| YTD | +20.6% | -21.2% | +41.7% | +24.6% |
| 1Y | +23.7% | -14.2% | +37.9% | +25.0% |
| 3Y | +47.8% | +63.5% | -15.7% | +22.3% |
| 5Y | +47.7% | +49.6% | -1.9% | +23.4% |
| 10Y | +324.0% | +129.4% | +194.6% | +207.9% |
| All | +2,576.4% | +3,527.3% | -950.9% | +918.7% |
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 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