+29.9%
ADP vs CNH
+21.0%
+8.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -1.6% |
| 7D | -3.4% | +23.3% | -26.7% | -0.9% |
| 30D | +2.8% | +33.5% | -30.7% | +6.4% |
| 3M | +20.9% | +32.7% | -11.8% | +25.2% |
| 6M | +29.9% | +22.2% | +7.7% | +33.3% |
| All | +29.9% | +21.0% | +8.9% | +33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling