+316.8%
ADP vs CNH
+116.5%
+200.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.9% |
| 7D | +3.2% | -1.7% | +4.9% | +3.6% |
| 30D | +14.9% | -7.2% | +22.1% | +16.8% |
| 3M | +11.6% | +6.5% | +5.1% | +8.8% |
| 6M | +48.5% | +7.9% | +40.6% | +42.9% |
| YTD | +20.6% | +26.6% | -6.0% | +9.4% |
| 1Y | +23.7% | +13.8% | +9.9% | +15.4% |
| 3Y | +47.8% | +9.2% | +38.6% | +34.5% |
| 5Y | +47.7% | -15.6% | +63.3% | +41.5% |
| All | +316.8% | +116.5% | +200.4% | +186.3% |
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