+316.8%
ADP vs CL
+74.1%
+242.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.2% |
| 7D | +3.2% | +1.3% | +1.9% | +2.5% |
| 30D | +14.9% | +11.4% | +3.6% | +9.0% |
| 3M | +11.6% | +4.4% | +7.2% | +9.2% |
| 6M | +48.5% | +10.8% | +37.7% | +40.9% |
| YTD | +20.6% | +25.1% | -4.6% | +6.3% |
| 1Y | +23.7% | +28.0% | -4.3% | +7.6% |
| 3Y | +47.8% | +37.6% | +10.2% | +20.1% |
| 5Y | +47.7% | +39.7% | +8.0% | +17.7% |
| All | +316.8% | +74.1% | +242.8% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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