+316.1%
ADP vs CNH
+107.8%
+208.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +2.2% |
| 7D | +3.2% | +4.5% | -1.3% | +1.8% |
| 30D | +12.8% | +7.6% | +5.1% | +10.4% |
| 3M | +12.3% | +17.0% | -4.7% | +6.8% |
| 6M | +45.4% | +12.9% | +32.5% | +38.2% |
| YTD | +21.4% | +34.3% | -12.9% | +8.3% |
| 1Y | +23.7% | +28.5% | -4.8% | +11.6% |
| 3Y | +43.6% | +31.9% | +11.8% | +23.7% |
| 5Y | +48.7% | -9.6% | +58.3% | +39.7% |
| 10Y | +316.1% | +106.3% | +209.8% | +179.9% |
| All | +316.1% | +107.8% | +208.3% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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