+48.7%
ADP vs CNH
-17.7%
+66.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.2% | +3.0% | -0.9% | +1.6% |
| 30D | +10.6% | -0.6% | +11.1% | +10.4% |
| 3M | +12.9% | +14.6% | -1.7% | +9.9% |
| 6M | +50.6% | +11.8% | +38.9% | +46.3% |
| YTD | +23.2% | +30.4% | -7.2% | +14.5% |
| 1Y | +25.3% | +19.1% | +6.2% | +18.7% |
| 3Y | +47.1% | +30.2% | +16.9% | +32.2% |
| All | +48.7% | -17.7% | +66.4% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling