+12,054.6%
ADP vs CL
+5,456.9%
+6,597.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +7.4% | +5.9% | +1.4% | +5.0% |
| 30D | +17.1% | +13.8% | +3.3% | +11.4% |
| 3M | +14.4% | +6.4% | +8.0% | +11.7% |
| 6M | +47.9% | +15.6% | +32.3% | +39.7% |
| YTD | +22.1% | +27.9% | -5.8% | +10.1% |
| 1Y | +21.8% | +31.4% | -9.6% | +8.6% |
| 3Y | +50.5% | +41.4% | +9.1% | +29.0% |
| 5Y | +49.6% | +42.8% | +6.8% | +27.1% |
| 10Y | +329.3% | +79.7% | +249.6% | +232.9% |
| All | +12,054.6% | +5,456.9% | +6,597.7% | +2,474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling