+173.8%
ADP vs CLBK
+66.9%
+106.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -5.5% | +1.1% | -6.6% | -5.8% |
| 30D | -1.2% | +7.8% | -9.0% | -3.6% |
| 3M | +17.9% | +23.9% | -6.0% | +10.1% |
| 6M | +20.3% | +42.3% | -22.0% | +7.5% |
| YTD | +5.8% | +65.4% | -59.6% | -10.1% |
| 1Y | -7.7% | +70.3% | -78.0% | -22.6% |
| 3Y | +14.7% | +54.5% | -39.7% | -4.2% |
| 5Y | +45.8% | +43.1% | +2.7% | +16.5% |
| All | +173.8% | +66.9% | +106.9% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling