+319.9%
ADP vs CL
+88.0%
+231.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | -0.3% |
| 7D | +2.2% | +3.2% | -1.1% | +0.5% |
| 30D | +10.6% | +8.0% | +2.5% | +6.4% |
| 3M | +12.9% | +7.9% | +5.1% | +8.6% |
| 6M | +50.6% | +14.7% | +35.9% | +40.4% |
| YTD | +23.2% | +29.2% | -6.0% | +6.7% |
| 1Y | +25.3% | +29.5% | -4.3% | +8.3% |
| 3Y | +47.1% | +40.7% | +6.5% | +18.1% |
| 5Y | +50.1% | +43.9% | +6.2% | +17.5% |
| All | +319.9% | +88.0% | +231.9% | +188.5% |
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