+47.3%
ADP vs CL
+41.6%
+5.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -1.0% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +11.5% | +11.6% | -0.1% | +7.2% |
| 3M | +12.0% | +5.6% | +6.4% | +9.8% |
| 6M | +43.8% | +13.2% | +30.7% | +37.6% |
| YTD | +20.1% | +26.9% | -6.9% | +8.9% |
| 1Y | +22.3% | +27.3% | -5.0% | +10.7% |
| 3Y | +43.3% | +39.7% | +3.6% | +20.3% |
| 5Y | +47.3% | +41.3% | +6.0% | +22.8% |
| All | +47.3% | +41.6% | +5.7% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling