+171.0%
ADP vs CLBK
+64.7%
+106.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -5.7% | -1.5% | -4.2% | -5.2% |
| 30D | -3.1% | +6.7% | -9.8% | -5.1% |
| 3M | +15.6% | +21.2% | -5.6% | +8.7% |
| 6M | +20.8% | +42.0% | -21.2% | +8.0% |
| YTD | +4.7% | +63.3% | -58.5% | -10.6% |
| 1Y | -8.3% | +65.4% | -73.7% | -22.4% |
| 3Y | +13.6% | +52.5% | -38.9% | -4.8% |
| 5Y | +45.0% | +42.0% | +3.1% | +16.0% |
| All | +171.0% | +64.7% | +106.3% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CLBK 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling