+318.8%
ADP vs CNH
+113.9%
+204.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +0.9% | +6.7% | -5.7% | -0.9% |
| 30D | +11.9% | +7.2% | +4.7% | +9.7% |
| 3M | +13.7% | +17.5% | -3.8% | +8.1% |
| 6M | +46.8% | +15.0% | +31.8% | +38.9% |
| YTD | +21.8% | +36.8% | -15.0% | +8.1% |
| 1Y | +23.5% | +27.6% | -4.1% | +11.7% |
| 3Y | +44.1% | +34.3% | +9.7% | +23.5% |
| 5Y | +49.9% | -12.2% | +62.1% | +42.5% |
| 10Y | +318.8% | +113.9% | +204.9% | +180.4% |
| All | +318.8% | +113.9% | +204.9% | +180.4% |
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