+480.9%
ADP vs CNH
+64.7%
+416.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -3.0% |
| 7D | -3.4% | +23.3% | -26.7% | -8.2% |
| 30D | +2.8% | +33.5% | -30.7% | -4.3% |
| 3M | +20.9% | +32.7% | -11.8% | +12.2% |
| 6M | +29.9% | +22.2% | +7.7% | +21.7% |
| YTD | +9.6% | +57.7% | -48.0% | -4.3% |
| 1Y | -5.3% | +28.0% | -33.2% | -12.9% |
| 3Y | +16.5% | +11.5% | +4.9% | +8.0% |
| 5Y | +49.4% | +11.9% | +37.5% | +34.6% |
| 10Y | +282.2% | +162.8% | +119.4% | +158.5% |
| All | +480.9% | +64.7% | +416.3% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling