+313.7%
ADP vs CNH
+134.0%
+179.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -3.0% |
| 7D | +1.1% | +8.6% | -7.5% | -1.1% |
| 30D | +11.5% | +12.6% | -1.0% | +8.1% |
| 3M | +12.0% | +17.5% | -5.5% | +6.5% |
| 6M | +43.8% | +18.1% | +25.7% | +35.2% |
| YTD | +20.1% | +40.4% | -20.3% | +6.0% |
| 1Y | +22.3% | +34.0% | -11.7% | +9.3% |
| 3Y | +43.3% | +35.3% | +8.0% | +22.9% |
| 5Y | +47.3% | -5.1% | +52.4% | +36.8% |
| 10Y | +313.7% | +124.0% | +189.7% | +175.0% |
| All | +313.7% | +134.0% | +179.7% | +175.0% |
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