+278.9%
ADP vs CRH
+253.3%
+25.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -2.8% | -6.1% | +3.3% | -0.6% |
| 30D | +0.2% | -9.3% | +9.5% | +3.5% |
| 3M | +20.5% | -15.2% | +35.7% | +26.9% |
| 6M | +28.8% | -14.2% | +43.0% | +33.4% |
| YTD | +6.6% | -28.3% | +34.9% | +17.6% |
| 1Y | -6.9% | -21.8% | +14.9% | -1.1% |
| 3Y | +16.1% | +71.6% | -55.5% | -14.3% |
| 5Y | +49.3% | +96.6% | -47.3% | +0.5% |
| All | +278.9% | +253.3% | +25.6% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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