+43.6%
ADP vs CNH
+31.3%
+12.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.4% |
| 7D | +3.2% | +4.5% | -1.3% | +2.9% |
| 30D | +12.8% | +7.6% | +5.1% | +12.2% |
| 3M | +12.3% | +17.0% | -4.7% | +10.9% |
| 6M | +45.4% | +12.9% | +32.5% | +43.7% |
| YTD | +21.4% | +34.3% | -12.9% | +15.9% |
| 1Y | +23.7% | +28.5% | -4.8% | +18.8% |
| 3Y | +43.6% | +31.9% | +11.8% | +36.4% |
| All | +43.6% | +31.3% | +12.3% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling