+270.5%
ADP vs CNH
+152.9%
+117.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.1% | -2.1% |
| 7D | -5.5% | +8.8% | -14.3% | -7.6% |
| 30D | -1.2% | +24.7% | -25.9% | -7.0% |
| 3M | +17.9% | +27.3% | -9.5% | +9.8% |
| 6M | +20.3% | +23.2% | -2.8% | +11.9% |
| YTD | +5.8% | +48.9% | -43.1% | -7.4% |
| 1Y | -7.7% | +19.4% | -27.1% | -14.2% |
| 3Y | +14.7% | +7.8% | +7.0% | +6.5% |
| 5Y | +45.8% | +8.7% | +37.1% | +30.3% |
| 10Y | +270.5% | +149.5% | +121.0% | +134.3% |
| All | +270.5% | +152.9% | +117.6% | +134.3% |
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